Cash CDO modelling in excel :
Smith, Darren
Cash CDO modelling in excel : a step by step approach : a step by step approach / Darren Smith and Pamela Winchie - West Sussex : Wiley, 2010 - 1 CD-ROM
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.
Collateralized debt obligations--Mathematical models
Credit derivatives--Mathematical models.
Microsoft Excel (Computer file)
332.632 / SMI
Cash CDO modelling in excel : a step by step approach : a step by step approach / Darren Smith and Pamela Winchie - West Sussex : Wiley, 2010 - 1 CD-ROM
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.
Collateralized debt obligations--Mathematical models
Credit derivatives--Mathematical models.
Microsoft Excel (Computer file)
332.632 / SMI