Cash CDO Modelling in Excel
Author | : Darren Smith |
Publisher | : John Wiley & Sons |
Total Pages | : 357 |
Release | : 2011-12-07 |
ISBN-10 | : 9780470971673 |
ISBN-13 | : 0470971673 |
Rating | : 4/5 (73 Downloads) |
Download or read book Cash CDO Modelling in Excel written by Darren Smith and published by John Wiley & Sons. This book was released on 2011-12-07 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.