Cash CDO Modelling in Excel A Step by Step Approach
Cash CDO Modelling in Excel A Step by Step Approach
- ISBN 13:
9780470741573
- ISBN 10:
0470741570
- Edition: 1st
- Format: Hardcover
- Copyright: 06/28/2010
- Publisher: Wiley
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Summary
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.