Cash CDO Modeling in Excel [With CDROM]

By Pamela Winchie and Darren Smith

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.

• Format: Hardcover
• Language: English
• ISBN: 0470741570
• ISBN13: 9780470741573
• Release Date: June 2010
• Publisher: Wiley
• Length: 352 Pages
• Weight: 1.70 lbs.
• Dimensions: 1.0" x 6.5" x 9.6"