Allman, Keith A., 1977-
Modeling structured finance cash flows with Microsoft Excel : a step-by-step guide /
Keith A. Allman.
- Hoboken : John Wiley & Sons, c2007.
- xv, 199 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)
- Wiley finance .
- Wiley finance. .
Includes index.
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.
0470042907 9780470042908
Microsoft Excel (Computer file)
Cash flow--Mathematical models
Cash management--Mathematical models
Corporations--Finance--Mathematical models
HG4028.C45 / A454 2007