Structured Finance Modeling with Object-oriented VBA by Evan Tick
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Structured Finance Modeling with Object-oriented VBA
By Evan Tick

Structured Finance Modeling with Object-oriented VBA

By (author) See other recent books by Evan Tick
Format: Hardback

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Structured Finance Modeling with Object-oriented VBA by Evan Tick

Book Description

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.

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Book Details

ISBN: 9780470098592
ISBN-10: 0470098597
Format: Hardback
(238mm x 163mm x 30mm)
Pages: 352
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 8-Jun-2007
Country of Publication: United Kingdom

Books By Author Evan Tick


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Author Biography - Evan Tick

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.

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