Allman, Keith A., 1977-
Modeling structured finance cash flows with Microsoft Excel : a step-by-step guide [electronic resources] /
Keith A. Allman.
- Hoboken, N.J. : John Wiley & Sons, c2007.
- xv, 199 p. : ill. ; 24 cm. + 1 computer laser optical disc (4 3/4 in.)
- Wiley finance .
- Wiley finance series. .
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.
0470042908 (pbk.) RM179.00 + cd
Cash management -- Mathematical models.
Cash flow -- Mathematical models.
Corporations --Finance-- Mathematical models.