15.429[J] Securitization of Mortgages and Other Assets
Investigates the economics and finance of securitization, a practice that allows illiquid assets to be transformed into more liquid securities. Considers the basic mechanics of structuring deals for various asset-backed securities. Investigates the pricing of pooled assets, using Monte Carlo and other option pricing techniques, as well as various trading strategies used in these markets.
This class counts for a total of 9 credits. This is a graduate-level class.
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