EBOOK

Cash CDO Modelling in Excel

A Step by Step Approach

Darren Smith
(0)
Year
2011
Language
English

About

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.

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