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[null,"1.","Record Nr.",null,"UNINA9910788415603321"]
[null,null,"Autore",null,"Loukoianova Elena"]
[null,null,"Titolo",null,"Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2006"]
[null,null,"ISBN",null,"1-4623-2762-1"]
[{"$nulls":4},"1-4527-0777-4"]
[{"$nulls":4},"1-283-51191-6"]
[{"$nulls":4},"9786613824363"]
[{"$nulls":4},"1-4519-0809-1"]
[null,null,"Descrizione fisica",null,"1 online resource (26 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Soggetti",null,"Contingencies in finance"]
[{"$nulls":4},"Hedging (Finance)"]
[{"$nulls":4},"Lines of credit - Prices"]
[{"$nulls":4},"Banks and Banking"]
[{"$nulls":4},"Investments: Options"]
[{"$nulls":4},"Money and Monetary Policy"]
[{"$nulls":4},"Industries: Financial Services"]
[{"$nulls":4},"Contingent Pricing"]
[{"$nulls":4},"Futures Pricing"]
[{"$nulls":4},"option pricing"]
[{"$nulls":4},"Banks"]
[{"$nulls":4},"Depository Institutions"]
[{"$nulls":4},"Micro Finance Institutions"]
[{"$nulls":4},"Mortgages"]
[{"$nulls":4},"Simulation Methods"]
[{"$nulls":4},"Pension Funds"]
[{"$nulls":4},"Non-bank Financial Institutions"]
[{"$nulls":4},"Financial Instruments"]
[{"$nulls":4},"Institutional Investors"]
[{"$nulls":4},"Monetary Policy, Central Banking, and the Supply of Money and Credit: General"]
[{"$nulls":4},"Financing Policy"]
[{"$nulls":4},"Financial Risk and Risk Management"]
[{"$nulls":4},"Capital and Ownership Structure"]
[{"$nulls":4},"Value of Firms"]
[{"$nulls":4},"Goodwill"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Monetary economics"]
[{"$nulls":4},"Banking"]
[{"$nulls":4},"Financial services law & regulation"]
[{"$nulls":4},"Lines of credit"]
[{"$nulls":4},"Loans"]
[{"$nulls":4},"Options"]
[{"$nulls":4},"Credit"]
[{"$nulls":4},"Financial institutions"]
[{"$nulls":4},"Money"]
[{"$nulls":4},"Credit risk"]
[{"$nulls":4},"Financial regulation and supervision"]
[{"$nulls":4},"Derivative securities"]
[{"$nulls":4},"Banks and banking"]
[{"$nulls":4},"Financial risk management"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"January 2006.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"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\"\""]
[null,null,null,"Sommario/riassunto","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."]