ISBN-13
9780470098592
Publisher
Wiley
Publication Date
01 May 2007
Age Range
NA - NA years
Dimensions
22.83 x 16.10 x 3.10 CM
Shipping Weight
0.54 Kg
Pages
352
Language
English
Grade Level
NA - NA
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.