English | 21 May 2010 | ISBN: 0470741570 | 356 Pages | MOBI | 14.59 MB
               
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.