Modeling structured finance cash flows with Microsoft Excel : a step-by-step guide

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Title:

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:

Table of contents only http://www.loc.gov/catdir/toc/ecip0619/2006025757.html

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168020392292	658.1550285554 A439M 2007	1	Searching... Unknown

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Summary

A practical guide to building fully operational financial cash flow models for structured finance transactions

Structured finance and securitization deals are becoming more commonplace on Wall Street. Up until now, however, market participants have had to create their own models to analyze these deals, and new entrants have had to learn as they go. Modeling Structured Finance Cash Flows with Microsoft Excel provides readers with the information they need to build a cash flow model for structured finance and securitization deals. Financial professional Keith Allman explains individual functions and formulas, while also explaining the theory behind the spreadsheets. Each chapter begins with a discussion of theory, followed by a section called "Model Builder," in which Allman translates the theory into functions and formulas. In addition, the companion website features all of the modeling exercises, as well as a final version of the model that is created in the text.

Note: Companion website and other supplementary materials are not included as part of eBook file.