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

"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 portfoli...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schultz, Glenn M. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, NJ : John Wiley & Sons, 2016.
Temas:
Mortgage-backed securities.
Securities.
Investments.
Investments
Titres hypothécaires.
Investissements.
BUSINESS & ECONOMICS > Investments & Securities.
Mortgage-backed securities
Securities
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front matter
  • Part One: Valuation of Fixed-Income Securities. The Time Value of Money
  • Theories of the Term Structure of Interest Rates
  • Fixed-Income Metrics
  • The Valuation of Fixed-Income Securities
  • Fixed-Income Return Analysis
  • Part Two: Residential Mortgage-Backed Securities. Understanding Mortgage Lending and Loans
  • Modeling Cash Flows
  • Mortgage Prepayment Analysis
  • The Predictive Prepayment Model
  • Part Three: Valuation of Mortgage-Backed Securities. Mortgage Dollar Roll
  • Relative Value Analysis
  • Option-Adjusted Spread Analysis
  • Part Four: Structuring Mortgage-Backed Securities. Introduction to REMICs
  • Stripped Mortgage-Backed Securities
  • Sequentially Structured REMIC
  • Planned Amortization Class (PAC) and Companion REMICs
  • Sequential IO REMIC
  • PAC-Floater-Inverse Floater REMIC
  • Accrual REMIC
  • Part Five: Mortgage Credit Analysis. Mortgage Default Modeling
  • The Predictive Default Model
  • The Basics of Private-Label MBS
  • Sizing Mortgage Credit Enhancement.

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