Modeling structured finance cash flows with microsoft excel : step-by-step guide / Keith A. Allman
Material type: TextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley & Sons, 2007Description: xv, 199 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)ISBN:- 978047042908
- 658.15 A5M6
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Book | Indore | 658.15 A5M6 (Browse shelf(Opens below)) | Available | IIMI-20401 |
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.
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