2013-2014 Undergraduate and Graduate Bulletin (with addenda) 
    
    Oct 31, 2025  
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2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

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FRE-GY 6591 Real Estate Finance and Mortgage-Backed Securities

1.5 Credits
This course takes the student from a general introduction to real estate finance and applied mortgage-backed securities (MBS) to a detailed treatment of issues that make real estate and these instruments some of the most complex. Students learn the fundamentals of yield curves, mortgage-cash flows, prepayments and analysis. The course covers pass-throughs, CMOs, mortgage derivatives and ARMs. Asset/Liability management of MBS will be discussed. Students build a price-yield calculator for MBS pass-throughs (using a spreadsheet) and complete a course project.

Prerequisite(s): FRE-GY 6411  and FRE-GY 6571  and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0


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