| ISBN： | 9781118949108 (hbk.) |
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| ISBN： | 1118944003 |
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| ISBN： | 9781118944004 |
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| 语种代码： | eng |
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| 个人名称： | Schultz, Glenn M., |
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| 题名： | Investing in mortgage-backed and asset-backed securities [electronic resource] : financial modeling with R and open source analytics + website / Glenn M. Schultz ; foreword by Frank J. Fabozzi. |
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| 出版发行项： | Hoboken, New Jersey : John Wiley & Sons, inc., c2016 |
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| 载体形态： | 1 online resource (xxvi, 390 p) : illustrations. 24cm |
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| 一般附注： | Description based on print version record. |
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| 书目附注： | Includes bibliographical references (pages 369-370) and index. |
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| 格式化内容附注： | 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 -- Understanding mortgage lending and loans -- Modeling cash flows -- Mortgage prepayment analysis -- The predictive payment model -- Mortgage dollar role -- Relative value analysis -- Option-adjusted spread analysis -- 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 Z-Bond -- Mortgage default modeling -- The predictive default model -- The basics of private-label MBS -- Sizing mortgage credit enhancement. |
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