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"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 portfolio of these securities are available to the investment professional through open source software. Investing in Mortgage and Asset-Backed Securities + Website shows you how to achieve this goal. The 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. Examines the valuation of fixed-income securities--metrics, valuation framework, and return analysis Covers residential mortgage-backed securities--security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS Discusses prepayment modeling and the valuation of mortgage credit Presents mortgage-backed securities valuation techniques--pass-through valuation and interest rate models Engaging 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"--

Mortgage-backed securities. --- Securities. --- Investments.

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A comprehensive guide to the continuously evolving world of securitization The Second Edition of The Securitization Markets Handbook is a valuable resource for both experienced money managers trying to put a securitization strategy into place as well as newcomers looking to acquire a broad and strong foundation in this discipline. This edition takes a close look at the pre- and post-crash mortgage market and the mortgage-backed securities based on those mortgages, as well as other asset-backed securities including commercial paper or credit cards. The crash of the

Mortgage-backed securities. --- Asset-backed financing.

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'The Analysis of Structured Securities' rigorously critiques the use of corporate credit analytic methods in structured finance, & proposes an alternative, cashflow-based portfolio approach grounded in financial theory & statistical mechanics.

Securities. --- Asset-backed financing. --- Mortgage-backed securities. --- Investment analysis.

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Asset-backed financing --- Credit --- Mortgage-backed securities --- Risk management --- Management

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With more people than ever before applying for new loans and refinancing, an easy-to-understand guide has become a necessity for anyone confused by the complicated issues at stake. Mortgages 101 answers all the questions readers typically have, detailing all the latest changes in mortgage processes, and showing readers how to save money by:* understanding important terms like ARMs and Hybrids and what's in the fine print * improving their credit scores to increase their borrowing power* using technology to get the lowest interest rates* maximizing their return on investment, and cutting

Adjustable rate mortgages. --- Home equity conversion. --- Mortgage loans. --- Mortgage-backed securities. --- Mortgage loans --- Finance --- Business & Economics --- Banking --- Home loans --- Mortgage lending --- Real estate loans --- Loans --- Secondary mortgage market