Cash CDO Modelling in Excel

Cash CDO Modelling in Excel

Författare: Darren Smith, Pamela Winchie
Förlag: Wiley
Upplaga: 1
Utgivningsår: 2011
ISBN: 9780470741573

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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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