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
A practical guide to building fully operational financial cash flow models for structured finance transactions Structured finance and securitization deals are b
"I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured financ
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certificati
A practical guide to building fully operational financial cash flow models for structured finance transactions. Structured finance and securitization deals are