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Record Nr. |
UNINA9910830510403321 |
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Autore |
Smith Darren |
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Titolo |
Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie |
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Pubbl/distr/stampa |
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Chichester, West Sussex, England : , : Wiley, , 2010 |
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©2010 |
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ISBN |
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1-119-20643-X |
0-470-66585-8 |
0-470-97167-3 |
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Descrizione fisica |
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1 online resource (678 p.) |
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Collana |
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Disciplina |
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332.63/2 |
332.632 |
332.632044 |
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Soggetti |
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Collateralized debt obligations - Mathematical models |
Credit derivatives - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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""Cover""; ""Half Title page""; ""Title page""; ""Copyright page""; ""Dedication""; ""Foreword""; ""Acknowledgments""; ""Chapter 1: Introduction""; ""1.1 To Excel or Not to Excel?""; ""1.2 Existing Tools and Software""; ""Chapter 2: What are Cash CDOs?""; ""2.1 Types of CDOs""; ""2.2 Description of a Cash Flow CDO""; ""2.3 Life Cycle of a Cash CDO""; ""2.4 Contribution to the “Credit Crunch�""; ""Chapter 3: Introduction to Modelling""; ""3.1 Goals in Modelling""; ""3.2 Modelling Philosophies and Trade-Offs""; ""3.3 Flexibility""; ""3.4 Organization and Layout of a Model"" |
""3.5 Life-Cycle Issues: Building an Adaptable Model""""Chapter 4: Prerequisites to Cash Flow Modelling""; ""4.1 Modelling Dates""; ""4.2 Interest Rate Curve Modelling""; ""4.3 Present Value Modelling""; ""Chapter 5: Getting Started""; ""5.1 Create the Input Sheet""; ""5.2 The Value of Labelling""; ""Chapter 6: Modelling Assets""; ""6.1 Initial Asset Pool: Rep Line Modelling vs. Actual Assets""; ""6.2 The Collateral Sheet in the Cash Flow Model""; ""6.3 Modelling Defaults and Recoveries""; ""6.4 Amortization""; ""6.5 Modelling Reinvestment""; ""6.6 |
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