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讲历史的抵押贷款市场：一个人的故事Lecture 19 - History of the Mortgage Market: A Personal Narrative |
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| 课程网址: | http://videolectures.net/yalemecon251f09_geanakoplos_lec19/ |
| 主讲教师: | John Geanakoplos |
| 开课单位: | 耶鲁大学 |
| 开课时间: | 2012-03-17 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Professor Geanakoplos explains how, as a mathematical economist, he became interested in the practical world of mortgage securities, and how he became the Head of Fixed Income Securities at Kidder Peabody, and then one of six founding partners of Ellington Capital Management. During that time Kidder Peabody became the biggest issuer of collateralized mortgage obligations, and Ellington became the biggest mortgage hedge fund. He describes securitization and tranching of mortgage pools, the role of investment banks and hedge funds, and the evolution of the prime and subprime mortgage markets. He also discusses agent based models of prepayments in the mortgage market. |
| 关 键 词: | 抵押贷款证券; 资产证券化; 分组的抵押贷款 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-09-26：yumf |
| 阅读次数: | 42 |