Structured finance modeling with object-oriented VBA /
"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 examp...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, N.J. :
John Wiley & Sons,
©2007.
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Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Sumario: | "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 |
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Descripción Física: | 1 online resource (xix, 332 pages) : illustrations |
Bibliografía: | Includes bibliographical references (pages 321-324) and index. |
ISBN: | 9780470130414 0470130415 9781119196686 111919668X 1118160665 9781118160664 1280839287 9781280839283 9786610839285 661083928X |