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Financial instruments to hedge commodity price risk for developing countries [[electronic resource] /] / prepared by Yinqiu Lu and Salih Neftci
| Financial instruments to hedge commodity price risk for developing countries [[electronic resource] /] / prepared by Yinqiu Lu and Salih Neftci |
| Autore | Lu Yinqiu |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | NeftciSalih N |
| Collana | IMF working paper |
| Soggetto topico |
Prices - Developing countries
Commercial products - Economic aspects - Developing countries Revenue - Developing countries Options (Finance) - Developing countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9718-2
1-4527-9450-2 1-4518-6868-5 9786612840395 1-282-84039-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Smooth fluctuations in Commodity Revenue Collections-Option Transactions; A. Plain Vanilla Options; Figures; 1. A Put Option Structure; B. Risk Reversals; Tables; 1. Prices of ATM Options; 2. Prices of 20 Percent OTM Options; 2. A Zero Premium Risk Reversal Structure; C. Barrier Option Structures; 3. Prices of the Up-and-Out Put Options: H=120; 3. A Knock-out Option; III. Smooth Borrowing Cost-A Structured Product; A. The Instrument; B. Intermediary; 4. The Structure of the New Instrument; C. Pricing; 5 The Involvement of Investment Bank as an Intermediary |
| Record Nr. | UNINA-9910464007703321 |
Lu Yinqiu
|
||
| Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial instruments to hedge commodity price risk for developing countries / / prepared by Yinqiu Lu and Salih Neftci
| Financial instruments to hedge commodity price risk for developing countries / / prepared by Yinqiu Lu and Salih Neftci |
| Autore | Lu Yinqiu |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 338.52091724 |
| Altri autori (Persone) | NeftciSalih N |
| Collana | IMF working paper |
| Soggetto topico |
Prices - Developing countries
Commercial products - Economic aspects - Developing countries Revenue - Developing countries Options (Finance) - Developing countries |
| ISBN |
1-4623-9718-2
1-4527-9450-2 1-4518-6868-5 9786612840395 1-282-84039-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Smooth fluctuations in Commodity Revenue Collections-Option Transactions; A. Plain Vanilla Options; Figures; 1. A Put Option Structure; B. Risk Reversals; Tables; 1. Prices of ATM Options; 2. Prices of 20 Percent OTM Options; 2. A Zero Premium Risk Reversal Structure; C. Barrier Option Structures; 3. Prices of the Up-and-Out Put Options: H=120; 3. A Knock-out Option; III. Smooth Borrowing Cost-A Structured Product; A. The Instrument; B. Intermediary; 4. The Structure of the New Instrument; C. Pricing; 5 The Involvement of Investment Bank as an Intermediary |
| Record Nr. | UNINA-9910807490003321 |
|
Lu Yinqiu
|
||
| Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and hedging of contingent credit lines [[electronic resource] /] / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma
| Pricing and hedging of contingent credit lines [[electronic resource] /] / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma |
| Autore | Loukoianova Elena |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, IMF Institute, 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih N
SharmaSunil <1958-> |
| Collana | IMF working paper |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2762-1
1-4527-0777-4 1-283-51191-6 9786613824363 1-4519-0809-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910464560903321 |
|
Loukoianova Elena
|
||
| [Washington, DC], : International Monetary Fund, IMF Institute, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and hedging of contingent credit lines / / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma
| Pricing and hedging of contingent credit lines / / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma |
| Autore | Loukoianova Elena |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, IMF Institute, 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih N
SharmaSunil <1958-> |
| Collana | IMF working paper |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices |
| ISBN |
1-4623-2762-1
1-4527-0777-4 1-283-51191-6 9786613824363 1-4519-0809-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910808811403321 |
|
Loukoianova Elena
|
||
| [Washington, DC], : International Monetary Fund, IMF Institute, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||