Structured finance modeling with object-oriented VBA
- ISBN: 9780470098592
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2007
- Lugar de la edición: New York. Estados Unidos de Norteamérica
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 332
- Idiomas: Inglés
This is 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.
