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Cash CDO Modelling in Excel

Cash CDO Modelling in Excel

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ISBN: 9780470971673

Author: Darren Smith; Pamela Winchie

Publisher: Gardners

Published Date: December 07, 2011

Access Validity: 3 Years from Date of Purchase
Book Type:

Digital eBook

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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