Structured Finance Modeling With Object-oriented Vba

Tick, Evan

ISBN 10: 0470098597 / ISBN 13: 9780470098592

Published by John Wiley & Sons Inc, 2007

About this Item

illustrated edition. 352 pages. 9.25x6.00x1.25 inches. In Stock.

Seller Inventory # __0470098597

Bibliographic Details

• Title: Structured Finance Modeling With Object-oriented Vba
• Publisher: John Wiley & Sons Inc
• Publication Date: 2007
• Language: English
• ISBN 10: 0470098597
• ISBN 13: 9780470098592
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.59 kilograms

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.