A Fast Track Structured Finance
Modeling, Monitoring, and Valuation. Jump Start VBA
(Sprache: Englisch)
Provides a code intensive, progressive example introductory work to structured finance modeling in VBA Provides a concise, immediate, practical, and pragmatic guide to quickly develop a meaningful level of modeling expertise on a problem in structured finance.
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Produktinformationen zu „A Fast Track Structured Finance “
Provides a code intensive, progressive example introductory work to structured finance modeling in VBA Provides a concise, immediate, practical, and pragmatic guide to quickly develop a meaningful level of modeling expertise on a problem in structured finance.
Klappentext zu „A Fast Track Structured Finance “
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
A straightforward, how-to guide to the fundamentals of finance modeling
"This book is a complete, all-in-one toolkit for structured finance modeling with Excel VBA, written by a veteran of a leading Wall Street investment bank who is also a VBA instructor. Whether you are new to structured finance or a seasoned professional, you will find here all you need to model even the most complex structured finance transactions. The book and accompanying web site provide the theory, the organization, and the code itself that take you step-by-step through the entire process, right up to the tasks market participants are most focused on today: valuation and monitoring. In addition to the nuts and bolts, you will find explanations and insights that only an experienced structured finance banker can provide. This book is the definitive resource that will raise you above the competition in modeling structured finance transactions."
-Carol Childers, Director, Global Markets, Citigroup?
"Learning VBA is a daunting undertaking, add to that the challenge and complexity of structured cash flows, and the task can become overwhelming. This book provides a great step-by-step approach to overcoming this hurdle. It is extremely easy to read and offers a deliverables checklist for each chapter to ensure all concepts have been understood before moving on. The reader comes away with not only a sense of the utility and flexibility of VBA but also a sense of the factors that play into structuring cash flows. Concepts that are extremely pertinent in today's market environment include the performance of collateral, pricing of securities, and impact of the economic environment on the cash flows available to investors and all interested parties."
-Kimberly Brown, Analyst, Commercial Real Estate, Citigroup???
"Bill is extraordinarily methodical in real life, with a very wide view of life. This shows in his book. Rather than rush through the ins and outs of code, he emphasizes what is needed, why it is needed, and how it is used. This makes the book much more than just a book on financial models, and closer to a book on how to be a financial professional."
-Omar Haneff, Vice President, Proteus Technologies LLC
"This book is a complete, all-in-one toolkit for structured finance modeling with Excel VBA, written by a veteran of a leading Wall Street investment bank who is also a VBA instructor. Whether you are new to structured finance or a seasoned professional, you will find here all you need to model even the most complex structured finance transactions. The book and accompanying web site provide the theory, the organization, and the code itself that take you step-by-step through the entire process, right up to the tasks market participants are most focused on today: valuation and monitoring. In addition to the nuts and bolts, you will find explanations and insights that only an experienced structured finance banker can provide. This book is the definitive resource that will raise you above the competition in modeling structured finance transactions."
-Carol Childers, Director, Global Markets, Citigroup?
"Learning VBA is a daunting undertaking, add to that the challenge and complexity of structured cash flows, and the task can become overwhelming. This book provides a great step-by-step approach to overcoming this hurdle. It is extremely easy to read and offers a deliverables checklist for each chapter to ensure all concepts have been understood before moving on. The reader comes away with not only a sense of the utility and flexibility of VBA but also a sense of the factors that play into structuring cash flows. Concepts that are extremely pertinent in today's market environment include the performance of collateral, pricing of securities, and impact of the economic environment on the cash flows available to investors and all interested parties."
-Kimberly Brown, Analyst, Commercial Real Estate, Citigroup???
"Bill is extraordinarily methodical in real life, with a very wide view of life. This shows in his book. Rather than rush through the ins and outs of code, he emphasizes what is needed, why it is needed, and how it is used. This makes the book much more than just a book on financial models, and closer to a book on how to be a financial professional."
-Omar Haneff, Vice President, Proteus Technologies LLC
Inhaltsverzeichnis zu „A Fast Track Structured Finance “
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.
Autoren-Porträt von William Preinitz
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.
Bibliographische Angaben
- Autor: William Preinitz
- 2009, 1. Auflage, 768 Seiten, Maße: 25,6 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 0470398124
- ISBN-13: 9780470398128
- Erscheinungsdatum: 18.03.2009
Sprache:
Englisch
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