
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Structured Finance Modeling with Object-Oriented VBA
About this book
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 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.
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Information
Table of contents
- Cover
- Contents
- Title
- Copyright
- Dedication
- 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
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