Cash CDO Modelling in Excel

Beschreibung

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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Pamela Winchie

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Finance & Investments Financial Engineering Finanz- u. Anlagewesen Finanztechnik

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