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 of concepts along with understandable mathematical explanations and examples provided in Excel. A CD-ROM containing these Excel examples will accompany the book.Darren Smith, London, UK currently heads the CDO team at WestLB. He has over 10 years experience in the Cash CDO market, and has executed numerous transactions in asset classes as diverse as loans, bonds, emerging market bonds, assetbacked securities, CDOs and credit default swaps. Prior to WestLB Darren worked in CDOs at PaineWebber, UBS, and was co-head of CDOs at Dresdner Kleinwort.He has spoken at numerous conferences including the Global ABS Conference, Barcelona, and CDO Europe conferences sponsored by Opal. Darren holds a bachelors degree in Electronic Engineering from the University of South Australia Pamela Winchie, London, UK is currently a director in the European CDO group at Barclays Capital, prior to which she was a director in the cash CDO group at Dresdner Kleinwort. She has over 8 years experience both as a cash CDO structurerand as a lawyer involved in corporate, securities and securitization law. Shehas modeled and structured numerous CDOs in various currencies with a range of underlying assets and has spoken at a number of conferences including the CRE-CDO Summit, London, and the 2nd International Structured Product conference,Israel. Pamela holds a bachelors degree in Mathematics and Statistics from the University of Western Ontario and a Bachelor of Law from Osgoode Hall Law School.
- ISBN: 978-0-470-74157-3
- Editorial: John Wiley & Sons
- Encuadernacion: Cartoné
- Páginas: 376
- Fecha Publicación: 16/04/2010
- Nº Volúmenes: 1
- Idioma: Inglés