{"product_id":"structured-finance-modeling-with-objectoriented-vba-9780470098592","title":"Structured Finance Modeling with ObjectOriented","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA detailed look at how object-oriented VBA should be used to model complex financial structures This guide helps readers overcome the difficult task of modeling complex financial structures and bridges the gap between professional C++\/Java programmers writing production models and front-office analysts building Excel spreadsheet models.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cb\u003ePreface.\u003c\/b\u003e  \u003cp\u003e\u003cb\u003eList of Acronyms.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAcknowledgments.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAbout the Author.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 1. Cash-Flow Structures.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 Getting Started.\u003c\/p\u003e \u003cp\u003e1.2 Securitization.\u003c\/p\u003e \u003cp\u003e1.3 Synthetic Structures.\u003c\/p\u003e \u003cp\u003e1.4 Putting It All Together.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 2. Modeling.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Dipping a Toe in the Shallow End.\u003c\/p\u003e \u003cp\u003e2.2 Swimming Toward the Deep End.\u003c\/p\u003e \u003cp\u003e2.3 Types.\u003c\/p\u003e \u003cp\u003e2.4 Class Architecture.\u003c\/p\u003e \u003cp\u003e2.4.1 Weak Inheritance.\u003c\/p\u003e \u003cp\u003e2.4.2 Parameterized Class.\u003c\/p\u003e \u003cp\u003e2.4.3 Which Is Better?\u003c\/p\u003e \u003cp\u003e2.5 Exercises.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 3. Assets.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 Replines.\u003c\/p\u003e \u003cp\u003e3.2 Portfolio Optimization.\u003c\/p\u003e \u003cp\u003e3.2.1 Zero-One Program.\u003c\/p\u003e \u003cp\u003e3.2.2 Simulated Annealing.\u003c\/p\u003e \u003cp\u003e3.3 Losses, Prepayments, and Interest Rates.\u003c\/p\u003e \u003cp\u003e3.4 Cash-Flow Model.\u003c\/p\u003e \u003cp\u003e3.4.1 Zero-Prepay Cash Flows.\u003c\/p\u003e \u003cp\u003e3.4.2 Actual Cash Flows.\u003c\/p\u003e \u003cp\u003e3.4.3 Examples.\u003c\/p\u003e \u003cp\u003e3.5 S\u0026amp;P Cash-Flow Model.\u003c\/p\u003e \u003cp\u003e3.5.1 Model Parameters.\u003c\/p\u003e \u003cp\u003e3.6 Moody’s Cash-Flow Model.\u003c\/p\u003e \u003cp\u003e3.6.1 Model Parameters.\u003c\/p\u003e \u003cp\u003e3.6.2 Algorithm.\u003c\/p\u003e \u003cp\u003e3.7 Option ARMs.\u003c\/p\u003e \u003cp\u003e3.8 Class Architecture: Multiple Inheritance.\u003c\/p\u003e \u003cp\u003e3.9 \u003ci\u003eDoing It in Excel\u003c\/i\u003e: SumProduct.\u003c\/p\u003e \u003cp\u003e3.10 Exercises.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 4. Liabilities.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Getting Started.\u003c\/p\u003e \u003cp\u003e4.2 Notation.\u003c\/p\u003e \u003cp\u003e4.3 Expenses.\u003c\/p\u003e \u003cp\u003e4.4 Interest.\u003c\/p\u003e \u003cp\u003e4.5 Over-collateralization.\u003c\/p\u003e \u003cp\u003e4.5.1 Current Subordinated Amount.\u003c\/p\u003e \u003cp\u003e4.5.2 Stepdown Date.\u003c\/p\u003e \u003cp\u003e4.5.3 Target Subordinated Amount.\u003c\/p\u003e \u003cp\u003e4.6 Principal.\u003c\/p\u003e \u003cp\u003e4.6.1 Gross Principal Distributions.\u003c\/p\u003e \u003cp\u003e4.6.2 Detailed Principal Distributions.\u003c\/p\u003e \u003cp\u003e4.7 Writedowns and Recoveries.\u003c\/p\u003e \u003cp\u003e4.8 Derivatives.\u003c\/p\u003e \u003cp\u003e4.8.1 Corridors.\u003c\/p\u003e \u003cp\u003e4.8.2 Swaps.\u003c\/p\u003e \u003cp\u003e4.8.3 Excess Reserve Fund Account.\u003c\/p\u003e \u003cp\u003e4.9 Triggers.\u003c\/p\u003e \u003cp\u003e4.9.1 Call Features.\u003c\/p\u003e \u003cp\u003e4.9.2 Overcollateralization Test.\u003c\/p\u003e \u003cp\u003e4.9.3 Interest Coverage Test.\u003c\/p\u003e \u003cp\u003e4.9.4 Delinquency Trigger.\u003c\/p\u003e \u003cp\u003e4.9.5 Loss Trigger.\u003c\/p\u003e \u003cp\u003e4.10 Residuals: NIMs and Post-NIM.\u003c\/p\u003e \u003cp\u003e4.11 Class Architecture.\u003c\/p\u003e \u003cp\u003e4.11.1 Passive Approach.\u003c\/p\u003e \u003cp\u003e4.11.2 Active Approach.\u003c\/p\u003e \u003cp\u003e4.11.3 Comparison.\u003c\/p\u003e \u003cp\u003e4.12 \u003ci\u003eDoing It in Excel:\u003c\/i\u003e Data Tables.\u003c\/p\u003e \u003cp\u003e4.13 Exercises.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 5. Sizing the Structure.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 Senior Sizing.\u003c\/p\u003e \u003cp\u003e5.2 Subordinate Sizing.\u003c\/p\u003e \u003cp\u003e5.2.1 Fully Funded vs. Non–Fully Funded.\u003c\/p\u003e \u003cp\u003e5.3 Optimizations and Complexity.\u003c\/p\u003e \u003cp\u003e5.4 Example of Sizing.\u003c\/p\u003e \u003cp\u003e5.5 NIM and OTE Sizing.\u003c\/p\u003e \u003cp\u003e5.6 Class Architecture.\u003c\/p\u003e \u003cp\u003e5.6.1 Inheritance Revisited.\u003c\/p\u003e \u003cp\u003e5.6.2 Odds and Ends.\u003c\/p\u003e \u003cp\u003e5.7 \u003ci\u003eDoing It in Excel\u003c\/i\u003e: Solver.\u003c\/p\u003e \u003cp\u003e5.8 Exercises.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 6. Analysis.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 Risk Factors.\u003c\/p\u003e \u003cp\u003e6.1.1 Prefunding.\u003c\/p\u003e \u003cp\u003e6.1.2 Prepayments.\u003c\/p\u003e \u003cp\u003e6.1.3 Buybacks and Cleanup Calls.\u003c\/p\u003e \u003cp\u003e6.1.4 Defaults.\u003c\/p\u003e \u003cp\u003e6.1.5 Interest Rates.\u003c\/p\u003e \u003cp\u003e6.1.6 Spreads.\u003c\/p\u003e \u003cp\u003e6.1.7 Miscellaneous.\u003c\/p\u003e \u003cp\u003e6.1.8 Residual Sensitivities.\u003c\/p\u003e \u003cp\u003e6.2 Mezzanine and Subordinate Classes.\u003c\/p\u003e \u003cp\u003e6.3 NIM Classes.\u003c\/p\u003e \u003cp\u003e6.4 Putting It All Together.\u003c\/p\u003e \u003cp\u003e6.5 Exercises.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 7. Stochastic Models.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Static versus Stochastic.\u003c\/p\u003e \u003cp\u003e7.2 Loss Model.\u003c\/p\u003e \u003cp\u003e7.2.1 Probability of Default from Transition Matrix.\u003c\/p\u003e \u003cp\u003e7.2.2 Probability of Default from Spread.\u003c\/p\u003e \u003cp\u003e7.2.3 Probability of Time to Default.\u003c\/p\u003e \u003cp\u003e7.3 Gaussian Copula.\u003c\/p\u003e \u003cp\u003e7.4 Monte Carlo Simulation.\u003c\/p\u003e \u003cp\u003e7.5 Synthetic Credit Indexes.\u003c\/p\u003e \u003cp\u003e7.5.1 Loss Lets.\u003c\/p\u003e \u003cp\u003e7.5.2 Analysis.\u003c\/p\u003e \u003cp\u003e7.5.3 Hedging.\u003c\/p\u003e \u003cp\u003e7.6 \u003ci\u003eDoing It in Excel\u003c\/i\u003e.\u003c\/p\u003e \u003cp\u003e7.7 Exercises.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAppendix A. Excel and VBA.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eA.1 Spreadsheet Style.\u003c\/p\u003e \u003cp\u003eA.2 Code Style.\u003c\/p\u003e \u003cp\u003eA.3 Compilation.\u003c\/p\u003e \u003cp\u003eA.4 Bloomberg.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAppendix B. Bond Math.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eB.1 Mortgage Payment.\u003c\/p\u003e \u003cp\u003eB.2 Yield to Price.\u003c\/p\u003e \u003cp\u003eB.3 Price to Yield.\u003c\/p\u003e \u003cp\u003eB.4 Duration.\u003c\/p\u003e \u003cp\u003eB.4.1 Index or Interest-Rate Duration.\u003c\/p\u003e \u003cp\u003eB.4.2 Discount Spread Duration.\u003c\/p\u003e \u003cp\u003eB.5 Hazard Rate.\u003c\/p\u003e \u003cp\u003eB.6 Static Credit Card Model.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eReferences.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eIndex.\u003c\/b\u003e\u003c\/p\u003e","brand":"John Wiley \u0026 Sons","offers":[{"title":"Default Title","offer_id":49903689335127,"sku":"9780470098592","price":35.62,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470098592.jpg?v=1738182639","url":"https:\/\/bookcurl.com\/products\/structured-finance-modeling-with-objectoriented-vba-9780470098592","provider":"Book Curl","version":"1.0","type":"link"}