Structured finance modeling with object-oriented VBA:
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Bibliographic Details
Main Author: Tick, Evan (Author)
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. John Wiley & Sons ©2007
Series:Wiley finance series
Subjects:
Online Access:FRO01
UBG01
Volltext
Item Description:Includes bibliographical references (pages 321-324) and index
"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
Physical Description:1 Online-Ressource (xix, 332 pages)
ISBN:9780470130414
0470130415
9781119196686
111919668X

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