Cash CDO modelling in excel : a step by step approach : a step by step approach / Darren Smith and Pamela Winchie
Material type:
- 332.632 SMI 22
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
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Calcutta | 332.632 SMI (Browse shelf(Opens below)) | Available | IIMC-C131060 |
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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