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.
ISBN: | 9780470741573 |
Publication date: | 21st May 2010 |
Author: | Darren Smith, Pamela Winchie |
Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
Format: | Hardback |
Pagination: | 338 pages |
Series: | Wiley Finance |
Genres: |
Finance and accounting |