Structured Finance Modeling with Object-Oriented VBA

von Evan Tick

352 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• ISBN: 9780470098592
• Sprache: Englisch
• Erscheinungsdatum: 01.05.2007
• Größe: 228 x 161 mm
• Verlag: John Wiley & Sons