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Cash CDO Modelling in Excel: A Step by Step Approach by Darren Smith

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Cash CDO Modelling in Excel: A Step by Step Approach by Darren Smith

English | PDF | 2012 | 343 Pages | ISBN : 0470741570 | 22.7 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 Microsoft Office Excel. There will be written explanations of concepts along with understandable mathematical explanations and examples provided in Excel.