Structured Finance Modeling with Object-oriented VBA

Tick, Evan

ISBN 10: 0470098597 / ISBN 13: 9780470098592

Verlag: John Wiley and Sons Ltd, 2007

Beschreibung

A 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. Series: Wiley Finance Series. Num Pages: 352 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 236 x 161 x 30. Weight in Grams: 560. . 2007. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Bestandsnummer des Verkäufers V9780470098592

Bibliografische Details

• Titel: Structured Finance Modeling with Object-oriented VBA
• Verlag: John Wiley and Sons Ltd
• Erscheinungsjahr: 2007
• Sprache: Englisch
• ISBN-10: 0470098597
• ISBN-13: 9780470098592
• Einband: Hardcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

A 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. It reveals how to model financial structures using object-oriented VBA in an Excel environment, allowing desk-based analysts to quickly produce flexible and robust models. Filled with in-depth insight and expert advice, it skillfully illustrates the art of object-oriented programming for the explicit purpose of modeling structured products. Residential mortgage securitization is used as a unifying example throughout the text.

Über die Autorin bzw. den Autor

Evan Tick is a director at IXIS Capital Markets, and has worked on Wall Street for ten years. His expertise is fixed income and structured finance modeling in the areas of risk management, asset-backed securities (ABS), residential mortgages, and credit derivatives.