Cargando…

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Tick, Evan, 1959-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, ©2007.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
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
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