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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 / / Elena Loukoianova, Salih Neftci, Sunil Sharma
| Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
| Autore | Loukoianova Elena |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih
SharmaSunil |
| Collana | IMF Working Papers |
| Soggetto topico |
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 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 |
| 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-9910788415603321 |
|
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 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 | ||
| ||
Soggetto topico
- Contingencies in finance (3)
- Hedging (Finance) (3)
-
Lines of credit - Prices
(3)
- Banking (1)
- Banks (1)