TY - BOOK AU - Preinitz,William TI - A fast track to structured finance modeling, monitoring, and valuation: jump start VBA T2 - [Wiley finance] AV - HG106 .P74 2009 U1 - 332.015195 22 PY - 2009///] CY - Hoboken, N.J. PB - John Wiley & Sons KW - Visual Basic (Computer program language) KW - Finance KW - Computer simulation KW - Risk assessment KW - Mathematical models N1 - Modeling with Visual Basic Application language; Series title from jacket; Includes indexes; Part One; Introduction --; 1; Why? What? Who? Where? and How? --; 2; Common Sense --; Part Two; The Securitization Process --; 3; Securitizing A Loan Portfolio --; Part Three; Designing the Model --; 4; Understanding the Excel Waterfall --; 5; Designing the VBA Model --; Part Four; Learning the VBA Language --; 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 --; Part Five; Writing the Model --; 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 --; Part Six; Testing, Use, and Deployment --; 17; Validating the Model --; 18; Running the Model --; 19; Building Additional Capabilities --; Part Seven; After the Model Is Written --; 20; Documentation of the Model --; 21; Managing the Growth of the Model --; Part Eight; Risk Assessment and Valuation --; 22; Building Portfolio Monitoring Model --; 23; Valuation Techniques: How do we Determine Price? --; 24; Challenging Times For the Deal --; Part Nine; Farewell --; 25; Parting Admonitions --; Appendix A; Mortgage Math --; Appendix B; Bond Math N2 - "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 ER -