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2

Modeling Structured Finance Cash Flows with Microsoft® Excel®: a Step-by-Step Guide.

ALLMAN Keith

WILEY

2007

199

134.89-ALLMA

STRUCTURED PRODUCT ; CASH FLOW ; FINANCIAL MATHEMATICS ; SOFTWARE


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

Comment :

ISBN 13 : 978-0470042908

Contents :
Introduction

The Three Basic Elements of a Cash Flow Model
The Process of Building a Cash Flow Model
How This Book Is Designed

1. Dates and Timing
2. Asset Cash Flow Generation
3. Prepayments
4. Delinquency, Default, and Loss Analysis
5. Recoveries
6. Liabilities and the Cash Flow Waterfall
7. Advanced Liability Structures: Triggers, Interest Rate Swaps, and Reserve Accounts
8. Analytics and Output Reporting
9. Understanding the Model
10. Automation Using Visual Basic Applications (VBA)

11. Conclusion

Language : English

Series : FINANCE

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque