Structured Finance Modeling with Object-Oriented VBA

By Evan Tick

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.

• Format: Hardcover
• Language: English
• ISBN: 0470098597
• ISBN13: 9780470098592
• Release Date: May 2007
• Publisher: Wiley
• Length: 352 Pages
• Weight: 1.30 lbs.
• Dimensions: 1.2" x 6.3" x 9.0"