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E-book

A Fast Track To Structured Finance Modeling, Monitoring and Valuation: Jump Start VBA

ISBN: 978-0-470-44606-5
E-book
560 pages
February 2009
US $69.99 Purchase This E-book

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Preface.

About the Website.

Part One: Introduction.

Chapter 1: Why? What? Who? Where? and How?

Chapter 2: Common Sense.

Part Two: The Securitization Process.

Chapter 3: Securitizing A Loan Portfolio.

Part Three: Designing the Model.

Chapter 4: Understanding the Excel Waterfall.

Chapter 5: Designing the VBA Model.

Part Four: Learning the VBA Language.

Chapter 6: Laying the Model Groundwork.

Chapter 7: Recorded Macros: A First Look at the VBA Language.

Chapter 8: Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects.

Chapter 9: Controlling the Flow of the Model.

Chapter 10: Building Messaging Capabilities.

Chapter 11: Designing the Model's Reports.

Part Five: Writing the Model.

Chapter 12: Main Program and Menus.

Chapter 13: Writing the Collateral Selection Code.

Chapter 14: Calculating the Cash Flows.

Chapter 15: Running the Waterfall: Producing Initial Results.

Chapter 16: Debugging the Model.

Part Six: Testing, Use, and Deployment.

Chapter 17: Validating the Model.

Chapter 18. Running the Model.

Chapter 19: Building Additional Capabilities.

Part Seven: After the Model Is Written.

Chapter 20: Documentation of the Model.

Chapter 21: Managing the Growth of the Model.

Part Eight: Risk Assessment and Valuation.

Chapter 22: Building Portfolio Monitoring Model.

Chapter 23: Valuation Techniques: How do we Determine Price?

Chapter 24: Challenging Times For the Deal.

Part Nine: Farewell.

Chapter 25: Parting Admonitions.

Appendix A: Mortgage Math.

Appendix B: Bond Math.

Exhibit Index.

Subject Index.