Cash CDO Modelling in Excel

This book is an introduction to the modelling of cash collateralised debt obligations (“CDOs”).

Cash CDO Modelling in Excel

Author: Darren Smith

Publisher: John Wiley & Sons

ISBN: 0470971673

Page: 354

View: 750

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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