Capital Structuring

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Capital Asset Pricing Model
Cash Flow Forecast
Category=KFFH
commercial
Company's Capital Structure
Company’s Capital Structure
Convertible Bonds
Convertible Preferred Stocks
credit
curve
debt
Debt Capital
Debt Profile
debt refinancing strategies
Dividend Growth Model
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
equity financing methods
Equity Warrant Bonds
external funding sources
financial instruments modeling
Fixed Rate Obligations
Funding Requirements
Hybrid Financial Instruments
Hybrid Funding
hybrid securities analysis
Interest Rate Swap
Junior Debt
Leverage Level
Loan Covenants
Lower Coupon Rate
medium
note
Operational Cash Flows
Optimal Capital Structure
optimal funding structure analysis
paper
rating
Refinancing Package
risk management tools
RJR Nabisco
Stock Price
term
Total Funding Requirement
yield
Yield Curve

Product details

  • ISBN 9781579582548
  • Weight: 446g
  • Dimensions: 156 x 234mm
  • Publication Date: 01 Jan 2000
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
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The Glenlake Series in Risk Management strives for simplicity, clarity, and ease of application on the complex subject of risk management. As every business academic and professional knows, risk management--whether for new products/services, transaction, interest rate, currency, cashflow, credit, or market risk--is now regarded as the most important business tool. This series involves time-tested training tools--whether for classroom application or individual study. Each title in the series makes extensive use of case studies, adapted specifically for a sophisticated international audience.

The topics covered in this title covers include: quantifying the need for funds from outside the business; an overview of the various funding options available to managers; equity funding; debt funding; hybrid financial instruments; models on the optimal capital structure; debt profile management; refinancing; glossary of terms.