WaterfallViz: Structured Finance & Securitization Cash Flow Visualizer
Interactive visualizer for understanding asset-backed securitization mechanics.
About this simulation
Interactive lab where learners calibrate financial model parameters across six tasks: portfolio optimization, correlation estimation, moving-average backtesting, Black-Scholes pricing, GARCH volatility fitting, and Monte Carlo VaR. Each task scores parameter choices against an optimal benchmark, building computational finance intuition.
Who it is for
An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.
How a session runs
- The instructor creates a session from the Eureka dashboard and invites the participants.
- Participants play 6 rounds. In each one they submit their decisions and the simulation calculates the results.
- The simulation can be run in English, Español.
- The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.