02876nam 22006254a 450 991101946210332120251116151728.01-119-19717-11-280-82684-397866108268410-470-11717-6(CKB)1000000000356941(EBL)290468(OCoLC)124073866(SSID)ssj0000204021(PQKBManifestationID)11181383(PQKBTitleCode)TC0000204021(PQKBWorkID)10175324(PQKB)11572522(MiAaPQ)EBC290468(CaSebORM)9781118044667(EXLCZ)99100000000035694120060816d2007 uy 0engur|n|---|||||txtccrModeling structured finance cash flows with Microsoft Excel a step-by-step guide /Keith A. Allman1st editionHoboken, N.J. John Wiley & Sonsc20071 online resource (220 p.)Wiley financeIncludes index.0-470-04290-7 Includes bibliographical references and index.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.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 indiWiley finance series.Cash managementMathematical modelsCash flowMathematical modelsCorporationsFinanceMathematical modelsCash managementMathematical models.Cash flowMathematical models.CorporationsFinanceMathematical models.658.15244658.1550285554Allman Keith A.1977-1634300MiAaPQMiAaPQMiAaPQBOOK9911019462103321Modeling structured finance cash flows with Microsoft Excel4417254UNINA