Investing in Mortgage-Backed and Asset-Backed Securities
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Link
Cost
Paid
Published
2016
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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 is a complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities using freely available public data and open-source analytics. Bond Lab® is the first object-oriented software designed to analyze structured securities, and with it, you can reproduce all the research and proprietary valuation models inside, as well as customize the analysis and create your own technology stack. With focused explanations written in a clear, illustrative narrative, this book is your open source solution to understanding, navigating, and investing in this rich market.
Investing in Mortgage-Backed and Asset-Backed Securities discusses:
- The valuation of fixed-income securities―metrics, valuation framework, and return analysis
- Residential mortgage-backed securities―security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS
- Prepayment modeling and the valuation of mortgage credit
- Mortgage-backed securities valuation techniques―pass-through valuation and interest rate models