Niedermaier, Matthew
Intermediate Structured Finance Modeling, with Website: Leveraging Excel, VBA, Access, and Powerpoint
Avainsanat: model evolution, tiered reporting, balloon mortgages, hybrid adjustable rate mortgages, market value decline, recovery lag period, liabilities waterfall, multiple tranche structure, interest rate swap, financial selection criteria, demographic selection criteria, geographic selection criteria, geographic concentration criteria, eligible collateral, floater rate index, pricing spreads, structured finance, VBA module organization, Constant variables, Excel UserForms, stratification reports, cross-tabulation reports, dynamic report generation, representative lines, demographic risk factors, data sufficiency testing, CPR, PSA, Geographic Prepayment/Default Methodology, Demographic Default Methodology, representative line generator program, menu data sheets, Metropolitan Statistical Areas, assumption reporting, demographic risk factors, geographic prepayment/default curves, PowerPoint presentation reports, payment subordination, credit enhancement, targeted subordination, excess spread, step down characteristics, cleanup call, performance triggers, overcollateralization, loss allocations, Access data bases, SQL, ADODB connections, null reports, stress case modeling, William Preinitz, Matthew Niedermaier, structured finance modeling, Institutional & Corporate Finance, Institutional & Corporate Finance
- Tekijä(t)
- Niedermaier, Matthew
- Preinitz, William
- Julkaisija
- John Wiley and Sons, Inc.
- Julkaisuvuosi
- 2011
- Kieli
- en
- Painos
- 1
- Sarja
- Wiley Finance
- Sivumäärä
- 1008 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (ePUB)
- 9780470928783
- Painetun ISBN
- 9780470562390