Publications
Publications
- January 1987 (Revised March 1989)
- HBS Case Collection
Note on the Pricing of Mortgage-Backed Securities
By: Jay O. Light and Jeremy C. Stein
Abstract
An introduction to mortgage-backed securities, prepayment risk, and their market pricing.
Keywords
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.)