Cash Cdo Modelling In Excel

Darren Smith

• 21 mei 2010
• 9780470741573

Samenvatting:

"Cash CDO Modelling in Excel is the essential guide for anybody needing to analyze CDO economics and cashflows accurately and to the standards of market professionals. Beyond this the wealth of clearly written explanations on CDO structural features and components will provide the necessary technical understanding that is crucial for investors in these products but is so hard to acquire elsewhere."
-Andrew Jarmolkiewicz, Head of Structuring, Cairn Capital Limited

"To understand cash CDOs is to understand cashflow waterfalls and their sensitivity to key variables. Building a CDO model from CTRL N is the best way to really get it. This handbook offers an excellent overview of the techniques used to model CDOs in Excel."
-Hiram R. Hamilton, Head of Structured Products, Alcentra Limited