FECON 474S
The Eichel Asset-Backed Securitization Project
Lawrence L. Kreicher
Description from DukeHub
Introduction to asset-backed securitization market; analysis of risk and return of securitized products as investment tools. History of US mortgages and securitized products, and factors leading to the credit crisis. Exposition of relevant econometrics techniques and risk evaluation models. Team-based projects in which students identify a relevant research question, collect data, and apply robust statistical analysis of their hypothesis. Course enhanced by period visiting lectures from alumnus Scott Eichel and colleagues at Barclays to discuss practical applications of research. Reserved for juniors. Prerequisite: (ECON 204D or 208D or ECON/FECON 372) and (MATH 202 or 212)
Skills
- data and statisticsdescription: "econometrics" and 1 more
- financedescription: "investment" and 1 more
- research methodsAI review: "identify a relevant research question"
AI-resilient: 3 of 5
- No: Physical, lab or field work
- Yes: Live work with people · "team"
- Yes: Judgment someone is accountable for · "risk"
- No: A craft you practice with your hands or body
- Yes: Small, in-person format · seminar, 12 seats per section
The checks lean on Microsoft Research, Working with AI (2025), which found generative AI applies least to physical work and hands-on work with people. A signal, not a promise. How the score works
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