Structured Finance Modeling with Object-Oriented VBA - Wiley Finance
Structured Finance Modeling with Object-Oriented VBA - Wiley Finance
hardback
Published:
8 June, 2007
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Description
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.
More Details
| Type | Book |
|---|---|
| ISBN13 | 9780470098592 |
| ISBN10 | 0470098597 |
| Number Of Pages | 352 |
| Item Weight | 558 g |
| Product Dimensions | 160 x 236 x 31 mm |
| Publisher / Reseller | John Wiley & Sons Inc |
| Format | hardback |
Author's Bio
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.