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Description
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Structured finance is now a core activity of Wall Street firms. Securitization techniques are being used to model, create, and issue a whole range of structured financial products, such as collateralized debt obligations (CDOs). Modeling such securities requires that analysts have the most sophisticated techniques to model these securities at their disposal, yet many analysts don’t have the time nor the background to exploit the full power of C++ or more advanced programming languages. They may be Excel experts, but often hit the “complexity wall” in Excel when modeling complex financial structures. This book can help break through that wall. It helps students overcome the complexity of modeling financial structures in a practical manner. It bridges the gap in the industry between professional C++/Java programmers writing production models and front-office analysts building Excel spreadsheet models. It shows how to model financial structures using object-oriented VBA in an Excel environment, thereby allowing desk-based analysts to quickly produce flexible and robust models.
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