Overview
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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Details
- ISBN-13: 9780470098592
- ISBN-10: 0470098597
- Publisher: Wiley
- Publish Date: May 2007
- Dimensions: 8.99 x 6.34 x 1.22 inches
- Shipping Weight: 1.19 pounds
- Page Count: 352
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