1.

Record Nr.

UNINA9911019488003321

Autore

Tick Evan <1959->

Titolo

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

Pubbl/distr/stampa

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

ISBN

9786610839285

9781118160664

1118160665

9781119196686

111919668X

9781280839283

1280839287

9780470130414

0470130415

Edizione

[1st edition]

Descrizione fisica

1 online resource (354 p.)

Collana

Wiley finance series

Disciplina

332.01/13

Soggetti

Finance - Mathematical models

Investments - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

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

Nota di contenuto

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

Sommario/riassunto

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