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Home > Financial Information Sources > Financial Modeling > Structured Finance Modeling with Object-Oriented VBA

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Structured Finance Modeling with Object-Oriented VBA

Evan Tick
Wiley Finance Series
Hoboken, New Jersey: Wiley, 2007
332pp, ISBN: 978-0-470-09859-2
www.wiley.com

This guide to modeling complex financial structures examines how to use object-oriented VBA in an Excel environment to produce flexible and effective models. It explains object-oriented programming for modeling structured products, and also covers stochastic models, optimization techniques, and object-oriented architecture. It presents models and their implementation, with examples of them in practice, as well as empirical studies of their sensitivities.

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Structured Finance Modeling with Object-Oriented VBA

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Price: $43.00

Product 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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