Prepayment Risk and Mortgage Pass-Throughs

Loading...
View Syllabus

Skills You'll Learn

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reviews

4.6 (2,073 ratings)
  • 5 stars
    76.12%
  • 4 stars
    16.01%
  • 3 stars
    3.52%
  • 2 stars
    1.30%
  • 1 star
    3.03%
EG

Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

KA

Nov 26, 2017

The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.

From the lesson
Introduction to Mortgage Mathematics and Mortgage-Backed Securities
Basic mortgage mathematics; mechanics of mortgage-backed securities (MBS) including pass-throughs, principal-only and interest-only securities, and CMOs; pricing of MBS; MBS and the financial crisis.

Taught By

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

Explore our Catalog

Join for free and get personalized recommendations, updates and offers.