Read Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics

Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics

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Description:A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio of these securities are available to the investment professional through open source software. "Investing in Mortgage and Asset-Backed Securities + Website" shows you how to achieve this goal.The book draws entirely on publicly available data and open source software to construct a complete analytic framework for investing in these securities. The analytic models used throughout the book either exist in the quantlib library, as an R package, or are programmed in R and incorporated into the analytic framework used. Examines the valuation of fixed-income securities-metrics, valuation framework, and return analysis Covers residential mortgage-backed securities-security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS Discusses prepayment modeling and the valuation of mortgage credit Presents mortgage-backed securities valuation techniques-pass-through valuation and interest rate modelsEngaging and informative, this book skillfully shows you how to build, rather than buy, models and proprietary analytical platforms that will allow you to invest in mortgage- and asset-backed securities.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics. To get started finding Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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ISBN: 1119221501

Description: A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio of these securities are available to the investment professional through open source software. "Investing in Mortgage and Asset-Backed Securities + Website" shows you how to achieve this goal.The book draws entirely on publicly available data and open source software to construct a complete analytic framework for investing in these securities. The analytic models used throughout the book either exist in the quantlib library, as an R package, or are programmed in R and incorporated into the analytic framework used. Examines the valuation of fixed-income securities-metrics, valuation framework, and return analysis Covers residential mortgage-backed securities-security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS Discusses prepayment modeling and the valuation of mortgage credit Presents mortgage-backed securities valuation techniques-pass-through valuation and interest rate modelsEngaging and informative, this book skillfully shows you how to build, rather than buy, models and proprietary analytical platforms that will allow you to invest in mortgage- and asset-backed securities.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics. To get started finding Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics

Investing in Mortgage-Backed and Asset-Backed Securities: Financial Modeling with R and Open Source Analytics

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