Cash CDO Modelling in Excel

A Step by Step Approach

Business & Finance, Finance & Investing, Finance
Cover of the book Cash CDO Modelling in Excel by Darren Smith, Pamela Winchie, Wiley
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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.

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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. A CD-ROM containing these Excel examples will accompany the book.

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