Research Catalog

Title

Reverse engineering deals on Wall Street with Microsoft Excel : a step-by-step guide / Keith A. Allman.

Author

Allman, Keith A., 1977-

Publication

Hoboken, N.J. : John Wiley & Sons, [2009], ©2009.

Items in the Library & Off-site

Holdings

Details

Description

xv, 201 pages : illustrations; 24 cm +

Summary

"In this practical resource, Keith Allman demystifies the process of reverse engineering deals on Wall Street by interpreting complicated legal terminology and clearly showing how it can be organized into a dynamic model. Step by step, Allman walks you through the endeavor with textual excerpts from the prospectus and details how it directly transfers to a model. Each chapter begins with a discussion of concepts with exact references to an example prospectus, followed by a section called "Model Builder," in which Allman translates the theory into a fully functioning model for the example deal. In addition, the companion CD-ROM features all of the modeling exercises, as well as a final version of the model that is outlined in the text."--BOOK JACKET.

Series Statement

Wiley finance

Uniform Title

Wiley finance series.

Subject

• Microsoft Excel (Computer file)
• Financial engineering > Mathematical models
• Investments > Mathematical models
• Deals > Mathematical models

Note

• Includes index.

Contents

Ch. 1. Introduction -- Ch. 2. Determining Dates and Setting Up Times -- Ch. 3. Creating Asset Cash Flow From Prospectus Data -- Ch. 4. Setting Up Liability Assumptions, Paying Fees, and Distributing Interest -- Ch. 5. Principal Repayment and the Shifting Nature of a Wall Street Deal -- Ch. 6. Credit Enhancement Mechanisms to Mitigate Loss -- Ch. 7. Auditing the Model -- Ch. 8. Conclusion of Example Transaction and Final Thoughts on Reverse Engineering -- Appendix I. Automatic Range Naming.

ISBN

• 9780470242056 (paper/cd-rom)
• 0470242051 (paper/cd-rom)

LCCN

2008025012

OCLC

• ocn232001986
• 232001986
• SCSB-9036730

Owning Institutions

Columbia University Libraries