Modeling structured finance cash flows with Microsoft Excel : a step-by-step guide
by
Allman, Keith A., 1977-
Title
:
Modeling structured finance cash flows with Microsoft Excel : a step-by-step guide
Author
:
Allman, Keith A., 1977-
ISBN
:
9780470042908
Personal Author
:
Allman, Keith A., 1977-
Publication Information
:
Hoboken, N.J. : John Wiley & Sons, c2007.
Physical Description
:
xv, 199 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)
Series
:
Wiley finance
Wiley finance series.
General Note
:
Includes index.
Contents
:
Introduction -- Dates and timing -- Asset cash flow generation -- Prepayments -- Delinquency, default, and loss analysis -- Recoveries -- Liabilities and the cash flow waterfall -- Advanced liability structures : triggers, interest rate swaps, and reserve accounts -- Analytics and output reporting -- Understanding the model -- Automation using Visual Basic Applications (VBA) -- Conclusion.
Title Subject
:
Microsoft Excel (Computer file)
Subject Term
:
Cash management -- Mathematical models.
Cash flow -- Mathematical models.
Corporations -- Finance -- Mathematical models.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168020392292 | 658.1550285554 A439M 2007 | 1 |