Investing in Mortgage-Backed and Asset-Backed Securities, + Website: Financial Modeling with R and Open Source Analytics
A complete guide to investing in and managing a portfolio ofmortgage- and asset-backed securities
Mortgage- and asset-backed securities are not as complex as theymight seem. In fact, all of the information, financial models, andsoftware needed to successfully invest in and manage a portfolio ofthese securities are available to the investment professionalthrough open source software. Investing in Mortgage andAsset-Backed Securities + Website shows you how to achieve thisgoal.
The book draws entirely on publicly available data and opensource software to construct a complete analytic framework forinvesting in these securities. The analytic models used throughoutthe book either exist in the quantlib library, as an R package, orare programmed in R and incorporated into the analytic frameworkused.
Engaging and informative, this book skillfully shows you how tobuild, rather than buy, models and proprietary analytical platformsthat will allow you to invest in mortgage- and asset-backedsecurities.
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