Last edited by Wiley
21.07.2021 | History

2 edition of Cash CDO modelling in Excel found in the catalog.

Cash CDO modelling in Excel

a step by step approach

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        StatementWiley
        PublishersWiley
        Classifications
        LC Classifications2010
        The Physical Object
        Paginationxvi, 64 p. :
        Number of Pages98
        ID Numbers
        ISBN 10nodata
        Series
        1nodata
        2
        3

        nodata File Size: 10MB.


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He has spoken at numerous conferences including the Global ABS conference, Barcelona, and CDO Europe conferences sponsored by Opal. 3 Modelling Defaults and Recoveries. Prior to this Pamela held positions as a Director in the European CDO group at Barclays Capital, and a Director in the CDO group at Dresdner Kleinwort.

Book is stored in protective shrink wrap. their implied cash flows, the variables affecting those cash flows, their pricing, the. 2 The Value of Labelling. 2 Modelling Philosophies and Trade-Offs. The standard one-factor Gaussian copula approach extends the two-step process described in the. She has over 10 years' experience both as a cash CDO structurer and as a lawyer involved in corporate, securities and securitization law.

10 Running the Stress Scenarios.

Cash CDO Modelling in Excel Book/CD Package

Collateralized debt obligations CDOs in general and synthetic CDOs in particular, specifically bespoke. ity of the financial product's cash flow distributions. Title Cash CDO Modelling in Excel: A Step by Step Approach. He has spoken at numerous conferences including the Global ABS Conference, Barcelona, and CDO Europe conferences sponsored by Opal.

2 Description of a Cash Flow CDO. 5 Life-Cycle Issues: Building an Adaptable Model. 2 The Value of Labelling. Prior to this Pamela held positions as a Director in the European CDO group at Barclays Capital, and a Director in the CDO group at Dresdner Kleinwort. 2 Structural model for credit risk: Merton 1974. 10 Running the Stress Scenarios.