Structured finance modeling with object-oriented VBA:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley & Sons
©2007
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (pages 321-324) and index Cover -- Structured Finance Modeling with Object-Oriented VBA. TOContents -- Preface -- List of Acronyms -- Acknowledgments -- About the Author -- CHhapter 1: Cash-Flow Structures -- Modeling / 1.1 GETTING STARTED. 1.2 SECURITIZATION. 1.3 SYNTHETIC STRUCTURES. 1.4 PUTTING IT ALL TOGETHER. CHhapter 2 -- Assets / 2.1 DIPPING A TOE IN THE SHALLOW END. 2.2 SWIMMING TOWARD THE DEEP END. 2.3 TYPES. 2.4 CLASS ARCHITECTURE. 2.5 EXERCISES. CHhapter 3 -- MULTIPLE INHERITANCE. 3.9 DOING IT IN EXCEL: SUMPRODUCT. 3.10 EXERCISES. CHhapter 4: Liabilities / 3.1 REPLINES. 3.2 PORTFOLIO OPTIMIZATION. 3.3 LOSSES, PREPAYMENTS, AND INTEREST RATES. 3.4 CASH-FLOW MODEL. 3.5 S & P CASH-FLOW MODEL. 3.6 MOODY'S CASH-FLOW MODEL. 3.7 OPTION ARMS. 3.8 CLASS ARCHITECTURE -- NIMS AND POST-NIM. 4.11 CLASS ARCHITECTURE. 4.12 DOING IT IN EXCEL: DATA TABLES. 4.13 EXERCISES. CHhapter 5: Sizing the Structure / 4.1 GETTING STARTED. 4.2 NOTATION. 4.3 EXPENSES. 4.4 INTEREST. 4.5 OVER-COLLATERALIZATION. 4.6 PRINCIPAL. 4.7 WRITEDOWNS AND RECOVERIES. 4.8 DERIVATIVES. 4.9 TRIGGERS. 4.10 RESIDUALS -- SOLVER. 5.8 EXERCISES. CHhapter 6: Analysis / 5.1 SENIOR SIZING. 5.2 SUBORDINATE SIZING. 5.3 OPTIMIZATIONS AND COMPLEXITY. 5.4 EXAMPLE OF SIZING. 5.5 NIM AND OTE SIZING. 5.6 CLASS ARCHITECTURE. 5.7 DOING IT IN EXCEL -- Stochastic Models / 6.1 RISK FACTORS. 6.2 MEZZANINE AND SUBORDINATE CLASSES. 6.3 NIM CLASSES. 6.4 PUTTING IT ALL TOGETHER. 6.5 EXERCISES. CHhapter 7 -- Excel and VBA. A. 1 SPREADSHEET STYLE. A. 2 CODE STYLE. A. 3 COMPILATION. A. 4 BLOOMBERG. Appendix B: Bond Math / 7.1 STATIC VERSUS STOCHASTIC. 7.2 LOSS MODEL. 7.3 GAUSSIAN COPULA. 7.4 MONTE CARLO SIMULATION. 7.5 SYNTHETIC CREDIT INDEXES. 7.6 DOING IT IN EXCEL. 7.7 EXERCISES. Appendix A -- B. 1 MORTGAGE PAYMENT. B. 2 YIELD TO PRICE. B. 3 PRICE TO YIELD. B. 4 DURATION. B. 5 HAZARD RATE. B. 6 STATIC CREDIT CARD MODEL. References -- IDXndex -- Last Page "Structured Finance Modeling with Object-Oriented VBA introduces this model and its implementation, providing illustrations of the model in action for actual deals, along with empirical studies of its sensitivities. Using sub-prime mortgage securitization throughout the book as a unifying example, it provides a detailed look at how object-oriented Visual Basic for Applications (VBA) can be used to price complex financial structures." "Along with securitization, this book covers stochastic models, optimization techniques, object-oriented architecture, and more. Wall Street analysts and MBA students mastering object-oriented VBA programming skills are in great demand on Wall Street, and a step ahead of those without these skills. This invaluable guide provides both the mathematical specifications and programming techniques needed to perform modeling tasks efficiently and effectively - and keep ahead of the competition."--Jacket |
| Beschreibung: | 1 Online-Ressource (xix, 332 pages) |
| ISBN: | 9780470130414 0470130415 |
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Datensatz im Suchindex
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| author | Tick, Evan |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/13 |
| dewey-search | 332.01/13 |
| dewey-sort | 3332.01 213 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV042967145 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:14:00Z |
| institution | BVB |
| isbn | 9780470130414 0470130415 |
| language | English |
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| physical | 1 Online-Ressource (xix, 332 pages) |
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| spelling | Tick, Evan Verfasser aut Structured finance modeling with object-oriented VBA Evan Tick Hoboken, N.J. John Wiley & Sons ©2007 1 Online-Ressource (xix, 332 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references (pages 321-324) and index Cover -- Structured Finance Modeling with Object-Oriented VBA. TOContents -- Preface -- List of Acronyms -- Acknowledgments -- About the Author -- CHhapter 1: Cash-Flow Structures -- Modeling / 1.1 GETTING STARTED. 1.2 SECURITIZATION. 1.3 SYNTHETIC STRUCTURES. 1.4 PUTTING IT ALL TOGETHER. CHhapter 2 -- Assets / 2.1 DIPPING A TOE IN THE SHALLOW END. 2.2 SWIMMING TOWARD THE DEEP END. 2.3 TYPES. 2.4 CLASS ARCHITECTURE. 2.5 EXERCISES. CHhapter 3 -- MULTIPLE INHERITANCE. 3.9 DOING IT IN EXCEL: SUMPRODUCT. 3.10 EXERCISES. CHhapter 4: Liabilities / 3.1 REPLINES. 3.2 PORTFOLIO OPTIMIZATION. 3.3 LOSSES, PREPAYMENTS, AND INTEREST RATES. 3.4 CASH-FLOW MODEL. 3.5 S & P CASH-FLOW MODEL. 3.6 MOODY'S CASH-FLOW MODEL. 3.7 OPTION ARMS. 3.8 CLASS ARCHITECTURE -- NIMS AND POST-NIM. 4.11 CLASS ARCHITECTURE. 4.12 DOING IT IN EXCEL: DATA TABLES. 4.13 EXERCISES. CHhapter 5: Sizing the Structure / 4.1 GETTING STARTED. 4.2 NOTATION. 4.3 EXPENSES. 4.4 INTEREST. 4.5 OVER-COLLATERALIZATION. 4.6 PRINCIPAL. 4.7 WRITEDOWNS AND RECOVERIES. 4.8 DERIVATIVES. 4.9 TRIGGERS. 4.10 RESIDUALS -- SOLVER. 5.8 EXERCISES. CHhapter 6: Analysis / 5.1 SENIOR SIZING. 5.2 SUBORDINATE SIZING. 5.3 OPTIMIZATIONS AND COMPLEXITY. 5.4 EXAMPLE OF SIZING. 5.5 NIM AND OTE SIZING. 5.6 CLASS ARCHITECTURE. 5.7 DOING IT IN EXCEL -- Stochastic Models / 6.1 RISK FACTORS. 6.2 MEZZANINE AND SUBORDINATE CLASSES. 6.3 NIM CLASSES. 6.4 PUTTING IT ALL TOGETHER. 6.5 EXERCISES. CHhapter 7 -- Excel and VBA. A. 1 SPREADSHEET STYLE. A. 2 CODE STYLE. A. 3 COMPILATION. A. 4 BLOOMBERG. Appendix B: Bond Math / 7.1 STATIC VERSUS STOCHASTIC. 7.2 LOSS MODEL. 7.3 GAUSSIAN COPULA. 7.4 MONTE CARLO SIMULATION. 7.5 SYNTHETIC CREDIT INDEXES. 7.6 DOING IT IN EXCEL. 7.7 EXERCISES. Appendix A -- B. 1 MORTGAGE PAYMENT. B. 2 YIELD TO PRICE. B. 3 PRICE TO YIELD. B. 4 DURATION. B. 5 HAZARD RATE. B. 6 STATIC CREDIT CARD MODEL. References -- IDXndex -- Last Page "Structured Finance Modeling with Object-Oriented VBA introduces this model and its implementation, providing illustrations of the model in action for actual deals, along with empirical studies of its sensitivities. Using sub-prime mortgage securitization throughout the book as a unifying example, it provides a detailed look at how object-oriented Visual Basic for Applications (VBA) can be used to price complex financial structures." "Along with securitization, this book covers stochastic models, optimization techniques, object-oriented architecture, and more. Wall Street analysts and MBA students mastering object-oriented VBA programming skills are in great demand on Wall Street, and a step ahead of those without these skills. This invaluable guide provides both the mathematical specifications and programming techniques needed to perform modeling tasks efficiently and effectively - and keep ahead of the competition."--Jacket Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Finance bisacsh Microsoft Visual Basic for applications fast Finance / Mathematical models fast Investments / Mathematical models fast Mathematisches Modell Wirtschaft Finance Mathematical models Investments Mathematical models Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-09859-2 Erscheint auch als Druck-Ausgabe, Hardcover 0-470-09859-7 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=191459 Aggregator Volltext |
| spellingShingle | Tick, Evan Structured finance modeling with object-oriented VBA Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Finance bisacsh Microsoft Visual Basic for applications fast Finance / Mathematical models fast Investments / Mathematical models fast Mathematisches Modell Wirtschaft Finance Mathematical models Investments Mathematical models |
| title | Structured finance modeling with object-oriented VBA |
| title_auth | Structured finance modeling with object-oriented VBA |
| title_exact_search | Structured finance modeling with object-oriented VBA |
| title_full | Structured finance modeling with object-oriented VBA Evan Tick |
| title_fullStr | Structured finance modeling with object-oriented VBA Evan Tick |
| title_full_unstemmed | Structured finance modeling with object-oriented VBA Evan Tick |
| title_short | Structured finance modeling with object-oriented VBA |
| title_sort | structured finance modeling with object oriented vba |
| topic | Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Finance bisacsh Microsoft Visual Basic for applications fast Finance / Mathematical models fast Investments / Mathematical models fast Mathematisches Modell Wirtschaft Finance Mathematical models Investments Mathematical models |
| topic_facet | Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Finance Finance / Mathematical models Investments / Mathematical models Mathematisches Modell Wirtschaft Finance Mathematical models Investments Mathematical models |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=191459 |
| work_keys_str_mv | AT tickevan structuredfinancemodelingwithobjectorientedvba |