Pamela Winchie: 1 book

Book cover of Cash CDO Modelling in Excel

Cash CDO Modelling in Excel

A Step by Step Approach

by Darren Smith, Pamela Winchie
Language: English
Release Date: December 7, 2011

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...
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