Description
A detailed look at how object-oriented VBA should be used to model complex financial structures
About the Author
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.
Book Information
ISBN 9780470098592
Author Evan Tick
Format Hardback
Page Count 352
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 558g
Dimensions(mm) 236mm * 160mm * 31mm
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.
About the Author
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.
Book Information
ISBN 9780470098592
Author Evan Tick
Format Hardback
Page Count 352
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 558g
Dimensions(mm) 236mm * 160mm * 31mm
