A Fast Track to Structured Finance Modeling, Monitoring, and Valuation: Jump Start VBA

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.

The tentative contents is: (1) Why? What? Who? Where? and How? (2) Common Sense (3) Securitizing A Loan Portfolio (4) Understanding the Excel Waterfall (5) Designing the VBA Model (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 (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 (17) Validating the Model (18) Running the Model (19) Building Additional Capabilities (20) Documentation of the Model (21) Managing the Growth of the Model (22) Building Portfolio Monitoring Model (23) Valuation Techniques: How do we Determine Price? (24) Challenging Times For the Deal (25) Parting Admonitions

• The Mechanics of Securitization: A Practical Guide to Structuring and Closing Asset-Backed Security Transactions
• Modeling Structured Finance Cash Flows with Microsoft Excel: A Step-by-Step Guide
• Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization
• Introduction to Structured Finance
• Intermediate Structured Finance Modeling, with Website: Leveraging Excel, VBA, Access, and Powerpoint
• Reverse Engineering Deals on Wall Street with Microsoft Excel, + Website: A Step-by-Step Guide
• Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty (Financial Management Association Survey and Synthesis)
• Investing in Mortgage-Backed and Asset-Backed Securities, + Website: Financial Modeling with R and Open Source Analytics (Wiley Finance)