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Complex Financial Instruments

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  1. Passthrough securities (28 mins)
  2. Swaps
    Interest Rate Swaps (31 mins)

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Complex Financial Instruments Passthrough securities (28 mins)
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Lesson 6 of 11
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Passthrough securities (28 mins)

Wojciech 28 December 2020

In this lesson we compute the cash flows from a typical residential mortgage loan and analyse how these are used to make payments to a passthrough security backed by that loan.

MBS cash flows