Modeling structured finance cash flows with Microsoft Excel [[electronic resource] ] : a step-by-step guide / / Keith A. Allman

• Autore: Allman Keith A. <1977->
• Pubblicazione: Hoboken, N.J., : John Wiley & Sons, c2007
• Edizione: 1st edition
• Descrizione fisica: 1 online resource (220 p.)
• Disciplina: 658.15244; 658.1550285554
• Soggetto topico: Cash management - Mathematical models; Cash flow - Mathematical models; Corporations - Finance - Mathematical models
• Soggetto genere / forma: Electronic books.
• Note generali: Includes index.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: 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.
• Sommario/riassunto: 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 indi
• Titolo autorizzato: Modeling structured finance cash flows with Microsoft Excel
• ISBN: 1-119-19717-1; 1-280-82684-3; 9786610826841; 0-470-11717-6
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910143682203321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.