Structured finance modeling with object-oriented VBA / Evan Tick.

Format:

Book

Author/Creator:

Tick, Evan, 1959-

Series:

Wiley finance series.

Wiley finance series

Language:

English

Subjects (All):

Finance--Mathematical models.

Finance.

Investments--Mathematical models.

Investments.

Microsoft Visual Basic for applications.

Physical Description:

1 online resource (354 p.)

Edition:

1st edition

Place of Publication:

Hoboken, N.J. : John Wiley & Sons, Inc., c2007.

Language Note:

English

System Details:

text file

Summary:

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 ar

Contents:

Structured Finance Modeling with Object-Oriented VBA; Contents; Preface; List of Acronyms; Acknowledgments; About the Author; Chapter 1: Cash-Flow Structures; Chapter 2: Modeling; Chapter 3: Assets; Chapter 4: Liabilities; Chapter 5: Sizing the Structure; Chapter 6: Analysis; Chapter 7: Stochastic Models; Appendix A: Excel and VBA; Appendix B: Bond Math; References; Index

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 321-324) and index.

ISBN:

9786610839285

9781118160664

1118160665

9781119196686

111919668X

9781280839283

1280839287

9780470130414

0470130415

OCLC:

133491102