{"product_id":"investing-in-mortgage-backed-and-asset-backed-glenn-m-schultz-9781118944004","title":"Investing in Mortgage-Backed and Asset-Backed Securities, + Website: Financial Modeling with R and Open Source Analytics","description":"\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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Glenn M. Schultz\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1118944003\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781118944004\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 01\/26\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 416\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.35lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.10w x 1.40d","brand":"Glenn M. Schultz","offers":[{"title":"Hardcover","offer_id":44829470490879,"sku":"9781118944004","price":95.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_ade21c34-e4ea-4f68-97da-5fb1e9c9edd9.jpg?v=1708450893","url":"https:\/\/www.whiterainbookhouse.com\/products\/investing-in-mortgage-backed-and-asset-backed-glenn-m-schultz-9781118944004","provider":"WR Book House","version":"1.0","type":"link"}