by Darren Smith (Author), PamelaWinchie (Author)
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.
Format: Hardcover
Pages: 354
Edition: Har/Cdr
Publisher: John Wiley & Sons
Published: 21 May 2010
ISBN 10: 0470741570
ISBN 13: 9780470741573