Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Capital Access Mortgage Asset Backed Desk Reference PDF full book. Access full book title Capital Access Mortgage Asset Backed Desk Reference.
| Author | : Capital Access International |
| Publisher | : |
| Total Pages | : 958 |
| Release | : 2001-05 |
| Genre | : Asset-backed financing |
| ISBN | : 9781888815207 |
| Author | : Capital Access International Staff |
| Publisher | : |
| Total Pages | : 896 |
| Release | : 2000-05 |
| Genre | : |
| ISBN | : 9781888815184 |
| Author | : Capital Access International |
| Publisher | : |
| Total Pages | : 816 |
| Release | : 1997 |
| Genre | : Business & Economics |
| ISBN | : |
| Author | : Capital Access International |
| Publisher | : |
| Total Pages | : 906 |
| Release | : 1999-05-01 |
| Genre | : |
| ISBN | : 9781888815146 |
| Author | : |
| Publisher | : Capital Access Corporation |
| Total Pages | : 834 |
| Release | : 1998-01-01 |
| Genre | : Asset-backed financing |
| ISBN | : 9781888815108 |
| Author | : |
| Publisher | : |
| Total Pages | : 652 |
| Release | : 1999 |
| Genre | : Corporations |
| ISBN | : |
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 324 |
| Release | : 1997-12-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249236 |
Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.
| Author | : Mark J. P. Anson |
| Publisher | : John Wiley & Sons |
| Total Pages | : 228 |
| Release | : 1999-09-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249618 |
Credit derivatives have become one of the fastest-growing areas of interest in global derivatives and risk management. In Credit Derivatives, Mark Anson skillfully examines this unique investment tool that is now being used to manage credit risk in banking and capital markets around the world. Credit Derivatives discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. This essential guidebook to credit derivatives covers key topics including, credit swaps, credit forwards, credit linked notes, and credit derivative pricing models. Anson also touches on other important credit derivative issues by discussing the implications of credit risk management as well as credit derivative regulation.
| Author | : Michael Lowe |
| Publisher | : Routledge |
| Total Pages | : 428 |
| Release | : 2003-09-02 |
| Genre | : Reference |
| ISBN | : 1135477345 |
As businesses grow less capital and infrastructure intensive and more people and knowledge intensive it becomes increasingly vital for today's managers to know what business information is available and how to apply it to their own decision-making processes. This book relates organisations' real information needs to specific types and named examples of information sources and services. The final chapter shows how to exploit the vast array of available information systematically, looking, for example, at the role of the information intermediary, the Internet and online hosts. This is a book no well-informed business should be without.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 296 |
| Release | : 1998-02-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249298 |
Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.
