Investing in mortgage-backed and asset-backed securities: financial modeling with R and open source analytics + website
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
[2016]
|
| Schlagworte: | |
| Online-Zugang: | UEI03 FRO01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | 1 Online-Ressource (xxvi, 390 Seiten) |
| ISBN: | 9781118949108 1118949102 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043414797 | ||
| 003 | DE-604 | ||
| 005 | 20160617 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160229s2016 |||| o||u| ||||||eng d | ||
| 020 | |a 9781118949108 |c Online |9 978-1-118-94910-8 | ||
| 020 | |a 1118949102 |9 1-118-94910-2 | ||
| 024 | 7 | |a 10.1002/9781118949108 |2 doi | |
| 035 | |a (ZDB-35-WIC)ocn934638108 | ||
| 035 | |a (OCoLC)951602472 | ||
| 035 | |a (DE-599)BVBBV043414797 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-945 |a DE-861 | ||
| 082 | 0 | |a 332.63/244 |2 23 | |
| 100 | 1 | |a Schultz, Glenn M. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Investing in mortgage-backed and asset-backed securities |b financial modeling with R and open source analytics + website |c Glenn M. Schultz, CFA ; foreword by Frank J. Fabozzi, PH.D., CFA |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c [2016] | |
| 300 | |a 1 Online-Ressource (xxvi, 390 Seiten) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 505 | 8 | |a 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. - Includes bibliographical references and index | |
| 650 | 4 | |a Mortgage-backed securities | |
| 650 | 4 | |a Securities | |
| 650 | 4 | |a Investments | |
| 700 | 1 | |a Fabozzi, Frank J. |d 1948- |e Sonstige |0 (DE-588)129772054 |4 oth | |
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-35-WIC |a ZDB-4-NLEBK | ||
| 940 | 1 | |q UBG_PDA_WIC | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028832948 | ||
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=1140999&site=ehost-live&scope=site |l UEI03 |p ZDB-4-NLEBK |x Aggregator |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108 |l UBG01 |p ZDB-35-WIC |q UBG_PDA_WIC |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176005399576576 |
|---|---|
| any_adam_object | |
| author | Schultz, Glenn M. |
| author_GND | (DE-588)129772054 |
| author_facet | Schultz, Glenn M. |
| author_role | aut |
| author_sort | Schultz, Glenn M. |
| author_variant | g m s gm gms |
| building | Verbundindex |
| bvnumber | BV043414797 |
| collection | ZDB-35-WIC ZDB-4-NLEBK |
| contents | 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. - Includes bibliographical references and index |
| ctrlnum | (ZDB-35-WIC)ocn934638108 (OCoLC)951602472 (DE-599)BVBBV043414797 |
| dewey-full | 332.63/244 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/244 |
| dewey-search | 332.63/244 |
| dewey-sort | 3332.63 3244 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02906nmm a2200433zc 4500</leader><controlfield tag="001">BV043414797</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20160617 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160229s2016 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118949108</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-118-94910-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118949102</subfield><subfield code="9">1-118-94910-2</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781118949108</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocn934638108</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)951602472</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043414797</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield><subfield code="a">DE-861</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/244</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Schultz, Glenn M.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Investing in mortgage-backed and asset-backed securities</subfield><subfield code="b">financial modeling with R and open source analytics + website</subfield><subfield code="c">Glenn M. Schultz, CFA ; foreword by Frank J. Fabozzi, PH.D., CFA</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, NJ</subfield><subfield code="b">Wiley</subfield><subfield code="c">[2016]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxvi, 390 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">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. - Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mortgage-backed securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fabozzi, Frank J.</subfield><subfield code="d">1948-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)129772054</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield><subfield code="a">ZDB-4-NLEBK</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBG_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028832948</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=1140999&site=ehost-live&scope=site</subfield><subfield code="l">UEI03</subfield><subfield code="p">ZDB-4-NLEBK</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043414797 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:25:18Z |
| institution | BVB |
| isbn | 9781118949108 1118949102 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028832948 |
| oclc_num | 934638108 951602472 |
| open_access_boolean | |
| owner | DE-945 DE-861 |
| owner_facet | DE-945 DE-861 |
| physical | 1 Online-Ressource (xxvi, 390 Seiten) |
| psigel | ZDB-35-WIC ZDB-4-NLEBK UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_PDA_WIC |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Wiley |
| record_format | marc |
| spelling | Schultz, Glenn M. Verfasser aut Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website Glenn M. Schultz, CFA ; foreword by Frank J. Fabozzi, PH.D., CFA Hoboken, NJ Wiley [2016] 1 Online-Ressource (xxvi, 390 Seiten) txt rdacontent c rdamedia cr rdacarrier 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. - Includes bibliographical references and index Mortgage-backed securities Securities Investments Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Schultz, Glenn M. Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website 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. - Includes bibliographical references and index Mortgage-backed securities Securities Investments |
| title | Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website |
| title_auth | Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website |
| title_exact_search | Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website |
| title_full | Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website Glenn M. Schultz, CFA ; foreword by Frank J. Fabozzi, PH.D., CFA |
| title_fullStr | Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website Glenn M. Schultz, CFA ; foreword by Frank J. Fabozzi, PH.D., CFA |
| title_full_unstemmed | Investing in mortgage-backed and asset-backed securities financial modeling with R and open source analytics + website Glenn M. Schultz, CFA ; foreword by Frank J. Fabozzi, PH.D., CFA |
| title_short | Investing in mortgage-backed and asset-backed securities |
| title_sort | investing in mortgage backed and asset backed securities financial modeling with r and open source analytics website |
| title_sub | financial modeling with R and open source analytics + website |
| topic | Mortgage-backed securities Securities Investments |
| topic_facet | Mortgage-backed securities Securities Investments |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118949108 |
| work_keys_str_mv | AT schultzglennm investinginmortgagebackedandassetbackedsecuritiesfinancialmodelingwithrandopensourceanalyticswebsite AT fabozzifrankj investinginmortgagebackedandassetbackedsecuritiesfinancialmodelingwithrandopensourceanalyticswebsite |