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Record Nr. |
UNINA9910788415603321 |
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Autore |
Loukoianova Elena |
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Titolo |
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2006 |
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ISBN |
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1-4623-2762-1 |
1-4527-0777-4 |
1-283-51191-6 |
9786613824363 |
1-4519-0809-1 |
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Descrizione fisica |
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1 online resource (26 p.) |
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Collana |
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Altri autori (Persone) |
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Soggetti |
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Contingencies in finance |
Hedging (Finance) |
Lines of credit - Prices |
Banks and Banking |
Investments: Options |
Money and Monetary Policy |
Industries: Financial Services |
Contingent Pricing |
Futures Pricing |
option pricing |
Banks |
Depository Institutions |
Micro Finance Institutions |
Mortgages |
Simulation Methods |
Pension Funds |
Non-bank Financial Institutions |
Financial Instruments |
Institutional Investors |
Monetary Policy, Central Banking, and the Supply of Money and Credit: General |
Financing Policy |
Financial Risk and Risk Management |
Capital and Ownership Structure |
Value of Firms |
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Goodwill |
Finance |
Monetary economics |
Banking |
Financial services law & regulation |
Lines of credit |
Loans |
Options |
Credit |
Financial institutions |
Money |
Credit risk |
Financial regulation and supervision |
Derivative securities |
Banks and banking |
Financial risk management |
United States |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" |
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Sommario/riassunto |
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Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the finance literature. Using a financial engineering approach, the paper analyzes the structure of simple CCLs, examines methods for their pricing, and discusses the problems faced in hedging CCL portfolios. |
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2. |
Record Nr. |
UNINA9910783348103321 |
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Autore |
Delcambre Anne-Marie <1943-> |
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Titolo |
Inside Islam / / Anne-Marie Delcambre |
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Pubbl/distr/stampa |
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Milwaukee, Wisc., : Marquette University Press, c2005 |
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ISBN |
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0-87462-922-5 |
1-4237-3346-0 |
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Descrizione fisica |
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1 online resource (114 pages) |
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Disciplina |
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Soggetti |
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Islam - Essence, genius, nature |
Islam - 21st century |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Translation of: L'Islam des interdits. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Muhammad, the ideal model? -- Islam and war -- Islam and political assassination? -- Islam and terrorism? -- Islam and women? -- Islam and Jews? -- Islam and Christians? -- Islam and animals? -- Islam and images? -- Islam and science? -- Islam and sexuality? -- Islam and money? -- Islam as a community? -- Islam and the law? -- Islam and politics? -- Islam and mysticism? -- Islam and human rights? -- Islam and the West? -- Islam and secularism? -- Islam and democracy? -- Islam against Islamic fundamentalism? -- Islam and modernity? -- Is the Qur?an untouchable? |
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Sommario/riassunto |
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"In direct, clear language, Anne-Marie Delcambre shows that many of the prohibitions and constraints as well as the problems and difficulties of the Muslim religion in the world today are not simply fundamentalist aberrations but, on the contrary, derive directly from the very essence of Islam itself. Many of the elements of these proscriptions, interdictions, and commands are, in fact, to be found in the Qur'an and in authentic Muslim tradition. This is, indeed, the case in such matters as the discriminatory status assigned to Jews and Christians, the call to Holy War (Jihad) and even to murder, the position of women, the uncritical and anti-historical approach to the fundamental texts of Islam, the place of the Prophet, etc."--BOOK JACKET |
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