Cash Cdo Modelling In Excel: A Step By Step Approach
Publish Date: 2010-06-28
Author: Darren Smith;Pamela Winchie
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NOTE: CD-ROM content is available online and CD-ROM is not included with the book.
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. A CD-ROM containing these Excel examples will accompany the book.