Structured Finance Modeling with Object-Oriented VBA
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A01=Evan Tick
analytical
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Author_Evan Tick
book
Category=KFF
commonly available
easytofollow
engineering
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
examples
excellent
familiar
finance
financial
interesting integration
intimately
objectoriented
products
result
securitization
tools
vba
Product details
- ISBN 9780470098592
- Weight: 558g
- Dimensions: 160 x 236mm
- Publication Date: 08 Jun 2007
- Publisher: John Wiley & Sons Inc
- Publication City/Country: US
- Product Form: Hardback
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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.
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.
