Author: | Darren Smith, Pamela Winchie | ISBN: | 9780470971673 |
Publisher: | Wiley | Publication: | December 7, 2011 |
Imprint: | Wiley | Language: | English |
Author: | Darren Smith, Pamela Winchie |
ISBN: | 9780470971673 |
Publisher: | Wiley |
Publication: | December 7, 2011 |
Imprint: | Wiley |
Language: | English |
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.
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.