Darren Smith, Pamela Winchie, "Cash CDO Modelling in Excel: A Step by Step Approach"
English | ISBN: 0470741570 | 2010 | 352 pages | PDF conv | 15 MB
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 WeiRuan-->WeiRuan 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.