Cash CDO Modelling in Excel A Step by Step Approach

Darren Smith, Pamela Winchie, "Cash CDO Modelling in Excel: A Step by Step Approach"
English | 2010 | pages: 678 | ISBN: 0470741570 | PDF | 14,7 mb
NOTE: CD-ROM content is available online and CD-ROM is not included with the book.

This book is an introduction to the modelling of cash collateralised debt obligations ("CDOs"). It is intended that the reader have a basic understanding of CDOs and a basic working knowledge of Microsoft Office Excel. There will be written explanations of concepts along with understandable mathematical explanations and examples provided in Excel.

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