Cash CDO Modelling in Excel a Step by Step Approach.

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 understandabl...

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Bibliographic Details
Main Author:	Smith, Darren
Other Authors:	Winchie, Pamela
Format:	eBook
Language:	English
Published:	Hoboken : John Wiley & Sons, 2010.
Subjects:	Microsoft Excel (Computer file) Collateralized debt obligations > Mathematical models. Credit derivatives > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
Summary:	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.
Item Description:	12.1 Adapting Your Model for Different Capital Structures.
Physical Description:	1 online resource (678 pages)
ISBN:	9781119206439 111920643X 9780470971673 0470971673