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Smith, Darren - Cash CDO Modelling in Excel: A Step by Step Approach, ebook

Cash CDO Modelling in Excel: A Step by Step Approach

Smith, Darren

60,95€

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…

Fabozzi, Frank J. - Collateralized Debt Obligations: Structures and Analysis, ebook

Collateralized Debt Obligations: Structures and Analysis

Fabozzi, Frank J.

76,55€

Since first edition's publication, the CDO market has seen tremendous growth. As of 2005, $1.1 trillion of CDOs were outstanding -- making them the fastest-growing investment vehicle of the last decade. To help you keep up with this expanding market and its various instruments, Douglas Lucas,

McDermott, Glen - The Structured Credit Handbook, ebook

The Structured Credit Handbook

McDermott, Glen

90,95€

Filled with in-depth insight and expert advice, The Structured Credit Handbook covers all aspects of the synthetic arbitrage CDO market, including new instruments such as CDO2. Readers will also gain a firm understanding of the investment rationale, risks, and rewards

O'Kane, Dominic - Modelling Single-name and Multi-name Credit Derivatives, ebook

Modelling Single-name and Multi-name Credit Derivatives

O'Kane, Dominic

From 105,70€

In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit

Loeffler, Gunter - Credit Risk Modeling using Excel and VBA, ebook

Credit Risk Modeling using Excel and VBA

Loeffler, Gunter

82,50€

  The authors guide readers through the implementation of a credit risk model, show how portfolio models can be validated or used to access structured credit products like CDO’s.  The final chapters address modeling issues associated with the new Basel