Structured Finance Modeling with Object-Oriented VBA
Format:Hardback
Publisher:John Wiley & Sons Inc
Published:8th Jun '07
Currently unavailable, and unfortunately no date known when it will be back
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
Dimensions: 236mm x 160mm x 31mm
Weight: 558g
352 pages