Structured Finance Modeling with Object-Oriented VBA

Evan Tick author

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:8th Jun '07

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Structured Finance Modeling with Object-Oriented VBA cover

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