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A Fast Track to Structured Finance Modeling, Monitoring, and Valuation
Jump Start VBA
Buch von William Preinitz
Sprache: Englisch

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Beschreibung
This book is designed to start with simple examples that progressively develop the reader's confidence to take on more complex tasks. There is very little theoretical discussion about computer science, operations research algorithms, mathematics, or finance. The thrust of the book is to teach the reader to break complex tasks down into simple tasks. It then looks to implement those simple tasks into VBA code using a critical subset of the features of the language.

The tentative contents is: (1) Why? What? Who? Where? and How? (2) Common Sense (3) Securitizing A Loan Portfolio (4) Understanding the Excel Waterfall (5) Designing the VBA Model (6) Laying the Model Groundwork (7) Recorded Macros: A First Look at the VBA Language (8) Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects (9) Controlling the Flow of the Model (10) Building Messaging Capabilities (11) Designing the Model's Reports (12) Main Program and Menus (13) Writing the Collateral Selection Code (14) Calculating the Cash Flows (15) Running the Waterfall: Producing Initial Results (16) Debugging the Model (17) Validating the Model (18) Running the Model (19) Building Additional Capabilities (20) Documentation of the Model (21) Managing the Growth of the Model (22) Building Portfolio Monitoring Model (23) Valuation Techniques: How do we Determine Price? (24) Challenging Times For the Deal (25) Parting Admonitions
This book is designed to start with simple examples that progressively develop the reader's confidence to take on more complex tasks. There is very little theoretical discussion about computer science, operations research algorithms, mathematics, or finance. The thrust of the book is to teach the reader to break complex tasks down into simple tasks. It then looks to implement those simple tasks into VBA code using a critical subset of the features of the language.

The tentative contents is: (1) Why? What? Who? Where? and How? (2) Common Sense (3) Securitizing A Loan Portfolio (4) Understanding the Excel Waterfall (5) Designing the VBA Model (6) Laying the Model Groundwork (7) Recorded Macros: A First Look at the VBA Language (8) Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects (9) Controlling the Flow of the Model (10) Building Messaging Capabilities (11) Designing the Model's Reports (12) Main Program and Menus (13) Writing the Collateral Selection Code (14) Calculating the Cash Flows (15) Running the Waterfall: Producing Initial Results (16) Debugging the Model (17) Validating the Model (18) Running the Model (19) Building Additional Capabilities (20) Documentation of the Model (21) Managing the Growth of the Model (22) Building Portfolio Monitoring Model (23) Valuation Techniques: How do we Determine Price? (24) Challenging Times For the Deal (25) Parting Admonitions
Über den Autor
William Preinitz is a Managing Director with Citigroup Global Markets' Global Special Situations Group. He oversees new business origination-structured finance issuance, serv-icing operations, rating agency relationships, credit wrap providers, investors, analytical development, internal risk control, audit activities, hedging, and residual arbitrage activities.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2009
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 768
Inhalt: 768 S.
ISBN-13: 9780470398128
ISBN-10: 0470398124
Sprache: Englisch
Einband: Gebunden
Autor: Preinitz, William
Hersteller: Wiley
John Wiley & Sons
Maße: 260 x 183 x 45 mm
Von/Mit: William Preinitz
Erscheinungsdatum: 01.02.2009
Gewicht: 1,615 kg
preigu-id: 101735573
Über den Autor
William Preinitz is a Managing Director with Citigroup Global Markets' Global Special Situations Group. He oversees new business origination-structured finance issuance, serv-icing operations, rating agency relationships, credit wrap providers, investors, analytical development, internal risk control, audit activities, hedging, and residual arbitrage activities.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2009
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 768
Inhalt: 768 S.
ISBN-13: 9780470398128
ISBN-10: 0470398124
Sprache: Englisch
Einband: Gebunden
Autor: Preinitz, William
Hersteller: Wiley
John Wiley & Sons
Maße: 260 x 183 x 45 mm
Von/Mit: William Preinitz
Erscheinungsdatum: 01.02.2009
Gewicht: 1,615 kg
preigu-id: 101735573
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