Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie

• Record Nr.: UNINA9910138956503321
• Autore: Smith Darren
• Pubbl/distr/stampa: Chichester, West Sussex, England : , : Wiley, , 2010; ©2010
• ISBN: 1-119-20643-X; 0-470-66585-8; 0-470-97167-3
• Descrizione fisica: 1 online resource (678 p.)
• Collana: Wiley finance
• Disciplina: 332.63/2; 332.632; 332.632044
• Soggetti: Collateralized debt obligations - Mathematical models; Credit derivatives - Mathematical models; Electronic books.
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Includes index.
• Nota di contenuto: ""Cover""; ""Half Title page""; ""Title page""; ""Copyright page""; ""Dedication""; ""Foreword""; ""Acknowledgments""; ""Chapter 1: Introduction""; ""1.1 To Excel or Not to Excel?""; ""1.2 Existing Tools and Software""; ""Chapter 2: What are Cash CDOs?""; ""2.1 Types of CDOs""; ""2.2 Description of a Cash Flow CDO""; ""2.3 Life Cycle of a Cash CDO""; ""2.4 Contribution to the “Credit Crunchâ€?""; ""Chapter 3: Introduction to Modelling""; ""3.1 Goals in Modelling""; ""3.2 Modelling Philosophies and Trade-Offs""; ""3.3 Flexibility""; ""3.4 Organization and Layout of a Model""; ""3.5 Life-Cycle Issues: Building an Adaptable Model""""Chapter 4: Prerequisites to Cash Flow Modelling""; ""4.1 Modelling Dates""; ""4.2 Interest Rate Curve Modelling""; ""4.3 Present Value Modelling""; ""Chapter 5: Getting Started""; ""5.1 Create the Input Sheet""; ""5.2 The Value of Labelling""; ""Chapter 6: Modelling Assets""; ""6.1 Initial Asset Pool: Rep Line Modelling vs. Actual Assets""; ""6.2 The Collateral Sheet in the Cash Flow Model""; ""6.3 Modelling Defaults and Recoveries""; ; ""6.4 Amortization""; ""6.5 Modelling Reinvestment""; ""6.6 Reinvestment Cohorts""; ""6.7 Accounts""; ""6.8 Timing Models vs. Actual Timing""""6.9 Simple Warehouse Modelling""; ""Chapter 7: Basic Waterfall Modelling""; ""7.1 Basic Waterfalls""; ""7.2 Layout and Design""; ""7.3 Avoiding Negative Values""; ""7.4 Timing Modelled vs. Actual Timing""; ""7.5 Liabilities Cash Flows""; ""7.6 Fees and Expenses Cash Flows""; ""7.7 Interest Waterfall""; ""7.8 Interest Waterfall (Available Funds After Payment)""; ""7.9 Interest Waterfall Calculations""; ""7.10 Principal Waterfall""; ""7.11 Principal Waterfall (Available Funds After Payment)""; ""7.12 Principal Waterfall Calculations""; ""7.13 Adding Over-Collateralization Tests""""7.14 Adding Interest Coverage Tests""; ""7.15 Technical Issues with Coverage Tests""; ""Chapter 8: Outputs Sheet""; ""8.1 Purpose of the Outputs Sheet""; ""8.2 Collating Waterfall Outputs""; ""8.3 Present Value""; ""8.4 Duration""; ""8.5 Weighted Average Life and Internal Rate of Return""; ""8.6 Equity Analysis""; ""8.7 Basic Auditing""; ""Chapter 9: Moodyâ€?s Rating Agency Methodology""; ""9.1 Introduction to Agency Methodologies""; ""9.2 The BET Approach""; ""9.3 Evaluating the Collateral""; ""9.4 Creating the Moodyâ€?s Sheet and Related References in the Cash Flow Model""""9.5 Default Profiles""; ""9.6 Interest Rate Profiles""; ""9.7 Running the Analysis""; ""9.8 Variations on the BET""; ""9.9 2009 Methodology Update""; ""Chapter 10: Standard & Poorâ€?s Rating Methodology""; ""10.1 The S&P Approach""; ""10.2 Evaluating the Collateral""; ""10.3 Modelling Recovery Rates""; ""10.4 CDO Evaluator""; ""10.5 Default Rates""; ""10.6 Interest Rate Stresses""; ""10.7 Amortization""; ""10.8 Additional S&P Modelling Criteria""; ""10.9 Building the S&P Sheet and Related References""; ""10.10 Running the Stress Scenarios""

Joe Louis [[electronic resource] ] : hard times man / / Randy Roberts

• Record Nr.: UNINA9910786141403321
• Autore: Roberts Randy <1951->
• Pubbl/distr/stampa: New Haven, [Conn.], : Yale University Press, c2010
• ISBN: 1-299-46369-X; 0-300-16885-3
• Descrizione fisica: 1 online resource (320 p.)
• Disciplina: 796.83092; B
• Soggetti: African American boxers; Boxers (Sports) - United States
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di bibliografia: Includes bibliographical references (p. 281-291) and index.
• Nota di contenuto: Front matter -- CONTENTS -- PREFACE -- 1. A Land Without Dreams -- 2. Emperors of Masculinity -- 3. Tethered by Civilization -- 4. He Belongs to Us -- 5. King Louis I -- 6. Red, White, Blue, and Black -- 7. The Last Perfect Night -- 8. Uncle Sam Says -- 9. An Old Man's Dream -- NOTES -- A NOTE ON SOURCES -- ACKNOWLEDGMENTS -- INDEX
• Sommario/riassunto: Joe Louis defended his heavyweight boxing title an astonishing twenty-five times and reigned as world champion for more than eleven years. He got more column inches of newspaper coverage in the 1930's than FDR did. His racially and politically charged defeat of Max Schmeling in 1938 made Louis a national hero. But as important as his record is what he meant to African-Americans: at a time when the boxing ring was the only venue where black and white could meet on equal terms, Louis embodied all their hopes for dignity and equality. Through meticulous research and first-hand interviews, acclaimed historian and biographer Randy Roberts presents Louis, and his impact on sport and country, in a way never before accomplished. Roberts reveals an athlete who carefully managed his public image, and whose relationships with both the black and white communities-including his relationships with mobsters-were far more complex than the simplistic accounts of heroism and victimization that have dominated previous biographies. Richly researched and utterly captivating, this extraordinary biography ; presents the full range of Joe Louis's power in and out of the boxing ring.