LEADER 02192nam 2200637Ia 450 001 9910464560903321 005 20170918211148.0 010 $a1-4623-2762-1 010 $a1-4527-0777-4 010 $a1-283-51191-6 010 $a9786613824363 010 $a1-4519-0809-1 035 $a(CKB)3360000000443430 035 $a(EBL)3014471 035 $a(SSID)ssj0000943020 035 $a(PQKBManifestationID)11503269 035 $a(PQKBTitleCode)TC0000943020 035 $a(PQKBWorkID)10974707 035 $a(PQKB)11288206 035 $a(OCoLC)694141143 035 $a(MiAaPQ)EBC3014471 035 $a(EXLCZ)993360000000443430 100 $a20091006d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aPricing and hedging of contingent credit lines$b[electronic resource] /$fprepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma 210 $a[Washington, DC] $cInternational Monetary Fund, IMF Institute$d2006 215 $a1 online resource (26 p.) 225 1 $aIMF working paper ;$vWP/06/13 300 $a"January 2006." 311 $a1-4518-6273-3 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" 410 0$aIMF working paper ;$vWP/06/13. 606 $aContingencies in finance 606 $aHedging (Finance) 606 $aLines of credit$xPrices 608 $aElectronic books. 615 0$aContingencies in finance. 615 0$aHedging (Finance) 615 0$aLines of credit$xPrices. 700 $aLoukoianova$b Elena$0901684 701 $aNeftci$b Salih N$066419 701 $aSharma$b Sunil$f1958-$0901685 712 02$aIMF Institute. 712 02$aInternational Monetary Fund. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464560903321 996 $aPricing and hedging of contingent credit lines$92015472 997 $aUNINA