Structured Finance Modeling with Object-Oriented VBA (Wiley Finance Series)

2,33 valoración promedio
( 3 valoraciones por GoodReads )
 
9780470098592: Structured Finance Modeling with Object-Oriented VBA (Wiley Finance Series)
From the Publisher:

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.

About the Author:

Evan Tick is a director at IXIS Capital Markets, and has worked on Wall Street for ten years. His expertise is fixed income and structured finance modeling in the areas of risk management, asset-backed securities (ABS), residential mortgages, and credit derivatives.

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

1.

Tick, Evan
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Cantidad: 5
Librería
GreatBookPrices
(Columbia, MD, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Nº de ref. de la librería 4373546-n

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 59,46
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,45
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Tick, Evan
Editorial: John Wiley and Sons Ltd, United Kingdom (2007)
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Tapa dura Primera edición Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2007. Hardback. Estado de conservación: New. 1. Auflage. 231 x 150 mm. Language: English . Brand New 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. Nº de ref. de la librería BZV9780470098592

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,73
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Tick, Evan
Editorial: Wiley (2007)
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Tapa dura Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2007. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0470098597

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 69,20
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Tick, Evan
Editorial: Wiley (2007)
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Tapa dura Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2007. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0470098597

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 80,52
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,71
A Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Tick, Evan
Editorial: Wiley (2007)
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Tapa dura Cantidad: 1
Librería
Book Deals
(Lewiston, NY, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2007. Estado de conservación: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Preface. List of Acronyms. Acknowledgments. About the Author. Chapter 1. Cash-Flow Structures. 1.1 Getting Started. 1.2 Securitization. 1.3 Synthetic Structures. 1.4 Putting It All Together. Chapter 2. Modeling. 2.1 Dipping a Toe in the Shallow End. 2.2 Swimming Toward the Deep End. 2.3 Types. 2.4 Class Architecture. 2.4.1 Weak Inheritance. 2.4.2 Parameterized Class. 2.4.3 Which Is Better? 2.5 Exercises. Chapter 3. Assets. 3.1 Replines. 3.2 Portfolio Optimization. 3.2.1 Zero-One Program. 3.2.2 Simulated Annealing. 3.3 Losses, Prepayments, and Interest Rates. 3.4 Cash-Flow Model. 3.4.1 Zero-Prepay Cash Flows. 3.4.2 Actual Cash Flows. 3.4.3 Examples. 3.5 S&P Cash-Flow Model. 3.5.1 Model Parameters. 3.6 Moody's Cash-Flow Model. 3.6.1 Model Parameters. 3.6.2 Algorithm. 3.7 Option ARMs. 3.8 Class Architecture: Multiple Inheritance. 3.9 Doing It in Excel: SumProduct. 3.10 Exercises. Chapter 4. Liabilities. 4.1 Getting Started. 4.2 Notation. 4.3 Expenses. 4.4 Interest. 4.5 Over-collateralization. 4.5.1 Current Subordinated Amount. 4.5.2 Stepdown Date. 4.5.3 Target Subordinated Amount. 4.6 Principal. 4.6.1 Gross Principal Distributions. 4.6.2 Detailed Principal Distributions. 4.7 Writedowns and Recoveries. 4.8 Derivatives. 4.8.1 Corridors. 4.8.2 Swaps. 4.8.3 Excess Reserve Fund Account. 4.9 Triggers. 4.9.1 Call Features. 4.9.2 Overcollateralization Test. 4.9.3 Interest Coverage Test. 4.9.4 Delinquency Trigger. 4.9.5 Loss Trigger. 4.10 Residuals: NIMs and Post-NIM. 4.11 Class Architecture. 4.11.1 Passive Approach. 4.11.2 Active Approach. 4.11.3 Comparison. 4.12 Doing It in Excel: Data Tables. 4.13 Exercises. Chapter 5. Sizing the Structure. 5.1 Senior Sizing. 5.2 Subordinate Sizing. 5.2.1 Fully Funded vs. Non-Fully Funded. 5.3 Optimizations and Complexity. 5.4 Example of Sizing. 5.5 NIM and OTE Sizing. 5.6 Class Architecture. 5.6.1 Inheritance Revisited. 5.6.2 Odds and Ends. 5.7 Doing It in Excel: Solver. 5.8 Exercises. Chapter 6. Analysis. 6.1 Risk Factors. 6.1.1 Prefunding. 6.1.2 Prepayments. 6.1.3 Buybacks and Cleanup Calls. 6.1.4 Defaults. 6.1.5 Interest Rates. 6.1.6 Spreads. 6.1.7 Miscellaneous. 6.1.8 Residual Sensitivities. 6.2 Mezzanine and Subordinate Classes. 6.3 NIM Classes. 6.4 Putting It All Together. 6.5 Exercises. Chapter 7. Stochastic Models. 7.1 Static versus Stochastic. 7.2 Loss Model. 7.2.1 Probability of Default from Transition Matrix. 7.2.2 Probability of Default from Spread. 7.2.3 Probability of Time to Default. 7.3 Gaussian Copula. 7.4 Monte Carlo Simulation. 7.5 Synthetic Credit Indexes. 7.5.1 Loss Lets. 7.5.2 Analysis. 7.5.3 Hedging. 7.6 Doing It in Excel. 7.7 Exercises. Appendix A. Excel and VBA. A.1 Spreadsheet Style. A.2 Code Style. A.3 Compilation. A.4 Bloomberg. Appendix B. Bond Math. B.1 Mortgage Payment. B.2 Yield to Price. B.3 Price to Yield. B.4 Duration. B.4.1 Index or Interest-Rate Duration. B.4.2 Discount Spread Duration. B.5 Hazard Rate. B.6 Static Credit Card Model. References. Index. Nº de ref. de la librería ABE_book_new_0470098597

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 84,32
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Tick, Evan
Editorial: John Wiley & Sons Inc (2007)
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Tapa dura Cantidad: 1
Librería
Revaluation Books
(Exeter, Reino Unido)
Valoración
[?]

Descripción John Wiley & Sons Inc, 2007. Hardcover. Estado de conservación: Brand New. illustrated edition. 352 pages. 9.25x6.00x1.25 inches. In Stock. Nº de ref. de la librería zk0470098597

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 96,22
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,98
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Tick, Evan
Editorial: Wiley (2007)
ISBN 10: 0470098597 ISBN 13: 9780470098592
Nuevos Tapa dura Cantidad: 3
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2007. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110470098597

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 103,78
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,78
A Estados Unidos de America
Destinos, gastos y plazos de envío