{"product_id":"9781118944004","title":"Investing in Mortgage-Backed and Asset-Backed Securities, + Website Financial Modeling with R and Open Source Analytics","description":"\u003ch3\u003eWiley Finance\u003c\/h3\u003e\u003ch1\u003eInvesting in Mortgage-Backed and Asset-Backed Securities, + Website\u003c\/h1\u003e\u003ch2\u003eFinancial Modeling with R and Open Source Analytics\u003c\/h2\u003e\u003ch3\u003eGlenn M. Schultz | Frank J. Fabozzi\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Investments \u0026amp; Securities \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cb\u003eA complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities\u003c\/b\u003e  \u003cp\u003eMortgage- 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. \u003ci\u003eInvesting in Mortgage and Asset-Backed Securities + Website\u003c\/i\u003e shows you how to achieve this goal.\u003c\/p\u003e \u003cp\u003eThe 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eExamines the valuation of fixed-income securities—metrics, valuation framework, and return analysis\u003c\/li\u003e \u003cli\u003eCovers residential mortgage-backed securities—security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS\u003c\/li\u003e \u003cli\u003eDiscusses prepayment modeling and the valuation of mortgage credit\u003c\/li\u003e \u003cli\u003ePresents mortgage-backed securities valuation techniques—pass-through valuation and interest rate models\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eEngaging 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.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cp\u003e\u003cb\u003eGLENN M. SCHULTZ\u003c\/b\u003e is the Director of mortgage analytics for Performance Trust Capital Partners. He co-edited (with Frank Fabozzi) \u003ci\u003eStructured Products and Related Credit Derivatives \u003c\/i\u003e(Wiley), as well as authored several chapters in the \u003ci\u003eHandbook of MBS Securities\u003c\/i\u003e and \u003ci\u003eThe Handbook of Fixed Income Securities\u003c\/i\u003e. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e26 January 2016\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781118944004\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e416\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e22.4\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44381083861132,"sku":"9781118944004","price":90.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781118944004.jpg?v=1780207302","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781118944004","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}