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[null,"1.","Record Nr.",null,"UNINA9910830334803321"]
[null,null,"Autore",null,"Tick Evan <1959->"]
[null,null,"Titolo",null,"Structured finance modeling with object-oriented VBA [[electronic resource] /] / Evan Tick"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J., : John Wiley & Sons, Inc., c2007"]
[null,null,"ISBN",null,"1-118-16066-5"]
[{"$nulls":4},"1-119-19668-X"]
[{"$nulls":4},"1-280-83928-7"]
[{"$nulls":4},"9786610839285"]
[{"$nulls":4},"0-470-13041-5"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (354 p.)"]
[null,null,"Collana",null,"Wiley finance series"]
[null,null,"Disciplina",null,"332.0113"]
[null,null,"Soggetti",null,"Finance - Mathematical models"]
[{"$nulls":4},"Investments - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 321-324) and index."]
[null,null,"Nota di contenuto",null,"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"]
[null,null,null,"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"]