Cash CDO Modelling in Excel : A Step by Step Approach
Book Details
Format
Hardback or Cased Book
Book Series
The Wiley Finance Series
ISBN-10
0470741570
ISBN-13
9780470741573
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 21st, 2010
Print length
352 Pages
Weight
776 grams
Dimensions
24.90 x 17.60 x 2.60 cms
Ksh 8,800.00
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* 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.
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