A complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches,
Cash CDO Modelling in Excel: A Step by Step Approach
This book is an introduction to the modelling of cash collateralised debt obligations (CDOs). It is intended that the reader have a basic
Collateralized Mortgage Obligations: Structures and Analysis, 3rd Edition
Frank Fabozzi is joined by financial experts Chuck Ramsey and Frank Ramirez for the third edition of Collateralized Mortgage Oblligations: Structure