Pricing Mortgage-Backed Securities

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Skills You'll Learn

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reviews

4.6 (2,067 ratings)
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  • 1 star
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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.

AZ

Jul 18, 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

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

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