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.
Publisher: John Wiley and Sons Ltd
Number of pages: 356
Weight: 784 g
Dimensions: 250 x 178 x 25 mm
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