January 1987 (Revised March 1989)
Background Note
HBS Case Collection

Note on the Pricing of Mortgage-Backed Securities

By: Jay O. Light and Jeremy C. Stein

Format:Print
| Pages:12

Abstract

An introduction to mortgage-backed securities, prepayment risk, and their market pricing.

Keywords

Price; Debt Securities; Mortgages; Financial Services Industry

Citation

Light, Jay O., and Jeremy C. Stein. "Note on the Pricing of Mortgage-Backed Securities." Harvard Business School Background Note 287-060, January 1987. (Revised March 1989.)

Find it at Harvard

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