Cash cdo modelling in excel: a step by step approach
Auteur :
Smith, Darren / Winchie, Pamela
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470741573
Date de publication :
21 mai 2010
Dimensions :
25,2 x 17,8 x 2,6 cm
Poids :
767 g
Langue :
Anglais
Pays d'origine :
USA
* This book is an introduction to the modelling of cash collateralised debt obligations (CDOs). * Although there is a fair amount of literature on CDOs and modelling of synthetic CDOs, there has been little written on how to model cash flow CDOs.