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Adjustable Interest Rate (LIBOR) Act of 2021 : report (to accompany H.R. 4616)
Adjustable Interest Rate (LIBOR) Act of 2021 : report (to accompany H.R. 4616)
Pubbl/distr/stampa [Washington, D.C.] : , : [U.S. Government Publishing Office], , [2021]
Descrizione fisica 1 online resource (volumes)
Collana Report / 117th Congress, 1st session, House of Representatives
Soggetto topico Interest - Law and legislation - United States
LIBOR market model
Adjustable rate mortgages - Law and legislation - United States
Mortgage loans - Law and legislation - United States
Mortgages - United States
Soggetto genere / forma Legislative materials.
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Adjustable Interest Rate
Record Nr. UNINA-9910717074503321
[Washington, D.C.] : , : [U.S. Government Publishing Office], , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The end of LIBOR : transitioning to an alternative interest rate calculation for mortgages, student loans, business borrowing, and other financial products : virtual hearing before the Subcommittee on Investor Protection, Entrepreneurship, and Capital Markets of the Committee on Financial Services, U.S. House of Representatives, One Hundred Seventeenth Congress, first session, April 15, 2021
The end of LIBOR : transitioning to an alternative interest rate calculation for mortgages, student loans, business borrowing, and other financial products : virtual hearing before the Subcommittee on Investor Protection, Entrepreneurship, and Capital Markets of the Committee on Financial Services, U.S. House of Representatives, One Hundred Seventeenth Congress, first session, April 15, 2021
Pubbl/distr/stampa Washington : , : U.S. Government Publishing Office, , 2021
Descrizione fisica 1 online resource (v, 96 pages) : illustrations
Soggetto topico Interest rates - United States
LIBOR market model
Mortgages - United States
Student loans - United States
Loans - United States
Soggetto genere / forma Legislative hearings.
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti End of LIBOR
Record Nr. UNINA-9910716891903321
Washington : , : U.S. Government Publishing Office, , 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The fix : how bankers lied, cheated and colluded to rig the world's most important number / / Liam Vaughan, Gavin Finch
The fix : how bankers lied, cheated and colluded to rig the world's most important number / / Liam Vaughan, Gavin Finch
Autore Vaughan Liam <1979->
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2017
Descrizione fisica 1 online resource (165 pages)
Disciplina 364.16/80941
Collana Bloomberg Press
Soggetto topico Commercial crimes - Great Britain
Banks and banking - Corrupt practices
Financial institutions, International - Corrupt practices
Interest rates
LIBOR market model
Soggetto genere / forma Electronic books.
ISBN 1-118-99574-0
1-118-99573-2
1-118-99575-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- The end of the world -- Tommy Chocolate -- Beware of Greeks bearing gifts -- A day in the life -- Buy the cash boys a curry! -- Anything with four legs -- No one's clean-clean -- The sheep will follow -- Escape to London -- Goodbye, Big Nose -- The call -- Crossing the Street -- "What the fuck kind of bank is this?" -- Just keep swimming -- The ballad of Diamond Bob -- The switcheroo -- The trial -- Afterword -- Epilogue: the Wild West.
Record Nr. UNINA-9910153179803321
Vaughan Liam <1979->  
Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The fix : how bankers lied, cheated and colluded to rig the world's most important number / / Liam Vaughan, Gavin Finch
The fix : how bankers lied, cheated and colluded to rig the world's most important number / / Liam Vaughan, Gavin Finch
Autore Vaughan Liam <1979->
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2017
Descrizione fisica 1 online resource (165 pages)
Disciplina 364.16/80941
Collana Bloomberg Press
Soggetto topico Commercial crimes - Great Britain
Banks and banking - Corrupt practices
Financial institutions, International - Corrupt practices
Interest rates
LIBOR market model
ISBN 1-118-99574-0
1-118-99573-2
1-118-99575-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- The end of the world -- Tommy Chocolate -- Beware of Greeks bearing gifts -- A day in the life -- Buy the cash boys a curry! -- Anything with four legs -- No one's clean-clean -- The sheep will follow -- Escape to London -- Goodbye, Big Nose -- The call -- Crossing the Street -- "What the fuck kind of bank is this?" -- Just keep swimming -- The ballad of Diamond Bob -- The switcheroo -- The trial -- Afterword -- Epilogue: the Wild West.
Record Nr. UNINA-9910830357803321
Vaughan Liam <1979->  
Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The SABR/LIBOR market model [[electronic resource] ] : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White
The SABR/LIBOR market model [[electronic resource] ] : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White
Autore Rebonato Riccardo
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, 2009
Descrizione fisica 1 online resource (298 p.)
Disciplina 332.63/23
Altri autori (Persone) McKayKenneth <1981->
WhiteRichard <1976->
Soggetto topico Hedging (Finance) - Mathematical models
Options (Finance) - Prices - Mathematical models
Derivative securities - Accounting
Interest rate futures
LIBOR market model
ISBN 1-119-99563-9
1-119-20639-1
1-282-68985-1
9786612689857
0-470-74488-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The SABR/LIBOR Market Model; Contents; Acknowledgements; 1 Introduction; I The Theoretical Set-Up; II Implementation and Calibration; III Empirical Evidence; IV Hedging; References; Index
Record Nr. UNINA-9910139504503321
Rebonato Riccardo  
Hoboken, NJ, : John Wiley & Sons, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The SABR/LIBOR market model [[electronic resource] ] : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White
The SABR/LIBOR market model [[electronic resource] ] : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White
Autore Rebonato Riccardo
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, 2009
Descrizione fisica 1 online resource (298 p.)
Disciplina 332.63/23
Altri autori (Persone) McKayKenneth <1981->
WhiteRichard <1976->
Soggetto topico Hedging (Finance) - Mathematical models
Options (Finance) - Prices - Mathematical models
Derivative securities - Accounting
Interest rate futures
LIBOR market model
ISBN 1-119-99563-9
1-119-20639-1
1-282-68985-1
9786612689857
0-470-74488-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The SABR/LIBOR Market Model; Contents; Acknowledgements; 1 Introduction; I The Theoretical Set-Up; II Implementation and Calibration; III Empirical Evidence; IV Hedging; References; Index
Record Nr. UNINA-9910812724303321
Rebonato Riccardo  
Hoboken, NJ, : John Wiley & Sons, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui