A fast track to structured finance modeling, monitoring, and valuation : jump start VBA /
Preinitz, William, 1950-
A fast track to structured finance modeling, monitoring, and valuation : jump start VBA / William Preinitz. - xxii, 744 pages : illustrations ; 26 cm. - [Wiley finance] . - Wiley finance series. .
Modeling with Visual Basic Application language. Series title from jacket. Includes indexes.
Introduction -- Why? What? Who? Where? and How? -- Common Sense -- The Securitization Process -- Securitizing A Loan Portfolio -- Designing the Model -- Understanding the Excel Waterfall -- Designing the VBA Model -- Learning the VBA Language -- Laying the Model Groundwork -- Recorded Macros: A First Look at the VBA Language -- Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects -- Controlling the Flow of the Model -- Building Messaging Capabilities -- Designing the Model's Reports -- Writing the Model -- Main Program and Menus -- Writing the Collateral Selection Code -- Calculating the Cash Flows -- Running the Waterfall: Producing Initial Results -- Debugging the Model -- Testing, Use, and Deployment -- Validating the Model -- Running the Model -- Building Additional Capabilities -- After the Model Is Written -- Documentation of the Model -- Managing the Growth of the Model -- Risk Assessment and Valuation -- Building Portfolio Monitoring Model -- Valuation Techniques: How do we Determine Price? -- Challenging Times For the Deal -- Farewell -- Parting Admonitions -- Mortgage Math -- Bond Math. Part One. 1. 2. Part Two. 3. Part Three. 4. 5. Part Four. 6. 7. 8. 9. 10. 11. Part Five. 12. 13. 14. 15. 16. Part Six. 17. 18. 19. Part Seven. 20. 21. Part Eight. 22. 23. 24. Part Nine. 25. Appendix A. Appendix B.
"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."--Publisher's website.
2008040318
Visual Basic (Computer program language)
Finance--Computer simulation
Risk assessment--Computer simulation
Finance--Mathematical models
HG106 / .P74 2009
332.015195
A fast track to structured finance modeling, monitoring, and valuation : jump start VBA / William Preinitz. - xxii, 744 pages : illustrations ; 26 cm. - [Wiley finance] . - Wiley finance series. .
Modeling with Visual Basic Application language. Series title from jacket. Includes indexes.
Introduction -- Why? What? Who? Where? and How? -- Common Sense -- The Securitization Process -- Securitizing A Loan Portfolio -- Designing the Model -- Understanding the Excel Waterfall -- Designing the VBA Model -- Learning the VBA Language -- Laying the Model Groundwork -- Recorded Macros: A First Look at the VBA Language -- Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects -- Controlling the Flow of the Model -- Building Messaging Capabilities -- Designing the Model's Reports -- Writing the Model -- Main Program and Menus -- Writing the Collateral Selection Code -- Calculating the Cash Flows -- Running the Waterfall: Producing Initial Results -- Debugging the Model -- Testing, Use, and Deployment -- Validating the Model -- Running the Model -- Building Additional Capabilities -- After the Model Is Written -- Documentation of the Model -- Managing the Growth of the Model -- Risk Assessment and Valuation -- Building Portfolio Monitoring Model -- Valuation Techniques: How do we Determine Price? -- Challenging Times For the Deal -- Farewell -- Parting Admonitions -- Mortgage Math -- Bond Math. Part One. 1. 2. Part Two. 3. Part Three. 4. 5. Part Four. 6. 7. 8. 9. 10. 11. Part Five. 12. 13. 14. 15. 16. Part Six. 17. 18. 19. Part Seven. 20. 21. Part Eight. 22. 23. 24. Part Nine. 25. Appendix A. Appendix B.
"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."--Publisher's website.
2008040318
Visual Basic (Computer program language)
Finance--Computer simulation
Risk assessment--Computer simulation
Finance--Mathematical models
HG106 / .P74 2009
332.015195