Structured Finance Modeling with Object-Oriented VBA (Wiley Finance)

Tick, Evan

ISBN 10: 0470098597 / ISBN 13: 9780470098592

Published by Wiley, 2007

About this Item

Used book in very good condition. May have some minor wear. May NOT include discs, or access code or other supplemental material. Ships directly from Amazon and is eligible for Prime or super saver FREE shipping. We ship Monday-Saturday and respond to inquiries within 24 hours.

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Bibliographic Details

• Title: Structured Finance Modeling with Object-Oriented VBA (Wiley Finance)
• Publisher: Wiley
• Publication Date: 2007
• Language: English
• ISBN 10: 0470098597
• ISBN 13: 9780470098592
• Binding: Hardcover
• Condition: very_good

About this title

Synopsis

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.

About the Author

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.