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Cash CDO Modelling in Excel: A Step by Step Approach

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“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 t...