Cover of Darren Smith, Pamela Winchie: Cash CDO Modelling in Excel

Darren Smith, Pamela Winchie Cash CDO Modelling in Excel

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Wiley

2011

EPub
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978-0-470-97167-3

0-470-97167-3

Annotation

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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