Investing in Mortgage-Backed and Asset-Backed Securities, + Website: Financial Modeling with R and Open Source Analytics (Wiley Finance) free ebook download.

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Investing in Mortgage-Backed and Asset-Backed Securities, + Website: Financial Modeling with R and Open Source Analytics (Wiley Finance) free ebook download

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Catalogue

Author(s):	Glenn M. Schultz

Date:	2016-01-26	Format:	PDF	Language:	English	ISBN/ASIN:	1118944003
Pages:	416	OCR:		Quality:		ISBN13:	9781118944004
Uploader:	eternal	Upload Date:	8/11/2016 9:45:20 PM

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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 securitiesmetrics, valuation framework, and return analysis
Covers residential mortgage-backed securitiessecurity 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 techniquespass-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.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
1733856	Book	http://tezfiles.com/file/01f5537bf000d...		11.00	eternal

Tags: Analytics Asset-Backed Finance Financial Investing Modeling Mortgage-Backed Securities Source Website

Title	Link	Password	Size	Reason

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