02192nam 2200637Ia 450 991046456090332120170918211148.01-4623-2762-11-4527-0777-41-283-51191-697866138243631-4519-0809-1(CKB)3360000000443430(EBL)3014471(SSID)ssj0000943020(PQKBManifestationID)11503269(PQKBTitleCode)TC0000943020(PQKBWorkID)10974707(PQKB)11288206(OCoLC)694141143(MiAaPQ)EBC3014471(EXLCZ)99336000000044343020091006d2006 uf 0engur|n|---|||||txtccrPricing and hedging of contingent credit lines[electronic resource] /prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma[Washington, DC] International Monetary Fund, IMF Institute20061 online resource (26 p.)IMF working paper ;WP/06/13"January 2006."1-4518-6273-3 Includes bibliographical references.""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""IMF working paper ;WP/06/13.Contingencies in financeHedging (Finance)Lines of creditPricesElectronic books.Contingencies in finance.Hedging (Finance)Lines of creditPrices.Loukoianova Elena901684Neftci Salih N66419Sharma Sunil1958-901685IMF Institute.International Monetary Fund.MiAaPQMiAaPQMiAaPQBOOK9910464560903321Pricing and hedging of contingent credit lines2015472UNINA