Book description
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
William Preinitz is a Managing Director with
Citigroup Global Markets' Global Special Situations Group. He oversees
new business origination-structured finance issuance, serv-icing
operations, rating agency relationships, credit wrap providers,
investors, analytical development, internal risk control, audit
activities, hedging, and residual arbitrage activities.
