Structured Finance Modeling with Object Oriented VBA

Evan Tick “Structured Finance Modeling with Object-Oriented VBA"

Wiley | 2007 | ISBN: 0470098597 | 352 pages | CHM | 5.5 Mb

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.

--- No mirrors, please ---