New Book posted to Books24x7: Structured Finance Modeling with Object-Oriented VBA

[rholowczak]

Folks:
For those of you who have access to Books24x7 (via your school library or IEEE or ACM membership), this book was just posted:

Structured Finance Modeling with Object-Oriented VBA
by Evan Tick
John Wiley & Sons © 2007 (352 pages)
ISBN: 9780470098592
Filled with in-depth insight and expert advice, this guide
explains the task of modeling complex financial
structures and bridges the gap between professional
C++/Java programmers writing production models and
front-office analysts building Excel models.

I have not read it but it seems to be relevant to this group.

Cheers,

Prof. H.

 

[Rachit]

Seems to be interesting book.. Thanks.

 

[John]

I am working through the exercises of this book and it is very good.

 

[Andy Nguyen]

There is also a new book on 24x7
Credit Risk Modeling using Excel and VBA
by Gunter Löffler and Peter N. Posch

Chapter 9 has a CDS pricing in detail which I think is pretty good.