Investing in mortgage and asset backed securities, + website : financial modeling with r and open source analytics

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Glenn M Schultz

Ngôn ngữ: eng

ISBN-13: 978-1119221500

ISBN-13: 978-1119221531

Ký hiệu phân loại: 332.63244 Investment

Thông tin xuất bản: Hoboken, NJ : John Wiley & Sons, 2016.

Mô tả vật lý: 1 online resource.

Bộ sưu tập: Xã hội, kinh tế, luật

ID: 155704

"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 models Engaging 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"-- Provided by publisher.
Includes bibliographical references and index.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 71010608 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH