Investing in mortgage-backed and asset-backed securities: financial modeling with R and open source analytics + website
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
[2016]
|
| Subjects: | |
| Online Access: | UEI03 FRO01 UBG01 Volltext |
| Physical Description: | 1 Online-Ressource (xxvi, 390 Seiten) |
| ISBN: | 9781118949108 1118949102 |
Staff View
MARC
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| 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 | ||
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| 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 | |
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Record in the Search Index
| _version_ | 1804176005399576576 |
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| any_adam_object | |
| author | Schultz, Glenn M. |
| author_GND | (DE-588)129772054 |
| author_facet | Schultz, Glenn M. |
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| bvnumber | BV043414797 |
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| 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 |
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| id | DE-604.BV043414797 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:25:18Z |
| institution | BVB |
| isbn | 9781118949108 1118949102 |
| language | English |
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| oclc_num | 934638108 951602472 |
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| physical | 1 Online-Ressource (xxvi, 390 Seiten) |
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| 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 |
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