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Structured Finance Modeling with Object-Oriented VBA by Evan Tick

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About the Author

Evan Tick studied Electrical Engineering at MIT (MS, BS, 1982) and Stanford (PhD, 1987), before teaching at The University of Tokyo and The University of Oregon. He moved to New York in 1996 to work for Morgan Stanley and then Caisse des Dépôts CDC (now IXIS) soon after. He has been involved in fixed-income markets, focusing on portfolio optimization, risk management, asset-backed conduits, mortgage securitization, and credit derivatives. Perhaps his most crowning achievement was coaching the Douglass Panthers, who finished in sixth place in the 2005 First Lego League NYC-wide robotics tournament. Or it could have been cycling from Bolzano to the top of the Passo di Stelvio one horrible day in a freezing rainstorm in August 2000.

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