Cash CDO Modelling in Excel: A Step by Step Approach

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Cash CDO Modelling in Excel: A Step by Step Approach image
ISBN-10:

0470741570

ISBN-13:

9780470741573

Edition: 1
Released: Jun 28, 2010
Publisher: wiley
Format: Hardcover, 352 pages

Description:

NOTE: CD-ROM content is available online and CD-ROM is not included with the book.

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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