Wiley.com
Print this page Share

Cash CDO Modelling in Excel: A Step by Step Approach

Darren Smith, Pamela Winchie
ISBN: 978-0-470-74157-3
Hardcover
352 pages
June 2010
List Price: US $87.00
Government Price: US $55.68
Enter Quantity:   Buy
Cash CDO Modelling in Excel: A Step by Step Approach (0470741570) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

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. 

Related Titles

Financial Engineering

Levy Processes in Credit Risk
by Wim Schoutens, Jessica Cariboni
The Handbook of Insurance-Linked Securities
by Pauline Barrieu (Editor), Luca Albertini (Editor)
Principles of Quantitative Development
by Manoj Thulasidas
Option Pricing and Estimation of Financial Models with R
by Stefano M. Iacus
The Art of Credit Derivatives: Demystifying the Black Swan
Frequently Asked Questions in Quantitative Finance, 2nd Edition
by Paul Wilmott
Strategic Asset Allocation in Fixed Income Markets: A Matlab Based User's Guide
Back to Top