Cash CDO Modelling in Excel: A Step by Step Approach
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Book Details
Author(s)Darren Smith, Pamela Winchie
PublisherWiley
ISBN / ASIN0470741570
ISBN-139780470741573
AvailabilityUsually ships in 24 hours
Sales Rank494,935
CategoryHardcover
MarketplaceUnited States 🇺🇸
Description ▲
This book is an introduction to the modelling of cash collateralised debt obligations (“CDOsâ€). 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. A CD-ROM containing these Excel examples will accompany the book.
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