Tick, Evan
Structured Finance Modeling with Object-Oriented VBA
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.
Keywords: BUSINESS & ECONOMICS / Finance BUS027000
- Author(s)
- Tick, Evan
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2007
- Language
- en
- Edition
- 1
- Series
- Wiley Finance
- Page amount
- 256 pages
- Category
- Economy
- Format
- Ebook
- eISBN (ePUB)
- 9781118160664
- Printed ISBN
- 9780470098592