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 / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
Autore | Loukoianova Elena |
Edizione | [1st ed.] |
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 Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Contingent Pricing Credit risk Credit Depository Institutions Derivative securities Finance Financial institutions Financial Instruments Financial regulation and supervision Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Futures Pricing Goodwill Industries: Financial Services Institutional Investors Investments: Options Lines of credit Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Non-bank Financial Institutions Option pricing Options Pension Funds Simulation Methods Value of Firms |
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, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : : A "Fan-Chart" Approach / / Oya Celasun, Xavier Debrun, Jonathan Ostry |
Autore | Celasun Oya |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (54 p.) |
Altri autori (Persone) |
DebrunXavier
OstryJonathan |
Collana | IMF Working Papers |
Soggetto topico |
Debts, Public - Econometric models
Fiscal policy - Econometric models Exports and Imports Macroeconomics Public Finance Production and Operations Management National Deficit Surplus Debt Debt Management Sovereign Debt Simulation Methods Fiscal Policy International Lending and Debt Problems Macroeconomics: Production Public finance & taxation International economics Public debt Fiscal policy Fiscal stance Debt sustainability analysis Output gap External debt Production Debts, Public Debts, External Economic theory |
ISBN |
1-4623-8210-X
1-4519-9138-X 1-283-51703-5 9786613829481 1-4519-0863-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DEBT SUSTAINABILITY ANALYSIS AND RISK""; ""III. DEBT DYNAMICS AND THE CONDUCT OF FISCAL POLICY""; ""IV. RISKS TO DEBT SUSTAINABILITY IN FIVE EMERGING MARKET ECONOMIES""; ""V. CONCLUSION""; ""Appendix""; ""REFERENCES"" |
Record Nr. | UNINA-9910788701103321 |
Celasun Oya | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : : A "Fan-Chart" Approach / / Oya Celasun, Xavier Debrun, Jonathan Ostry |
Autore | Celasun Oya |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (54 p.) |
Altri autori (Persone) |
DebrunXavier
OstryJonathan |
Collana | IMF Working Papers |
Soggetto topico |
Debts, Public - Econometric models
Fiscal policy - Econometric models Debt Management Debt sustainability analysis Debt Debts, External Debts, Public Economic theory Exports and Imports External debt Fiscal Policy Fiscal policy Fiscal stance International economics International Lending and Debt Problems Macroeconomics Macroeconomics: Production National Deficit Surplus Output gap Production and Operations Management Production Public debt Public finance & taxation Public Finance Simulation Methods Sovereign Debt |
ISBN |
1-4623-8210-X
1-4519-9138-X 1-283-51703-5 9786613829481 1-4519-0863-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DEBT SUSTAINABILITY ANALYSIS AND RISK""; ""III. DEBT DYNAMICS AND THE CONDUCT OF FISCAL POLICY""; ""IV. RISKS TO DEBT SUSTAINABILITY IN FIVE EMERGING MARKET ECONOMIES""; ""V. CONCLUSION""; ""Appendix""; ""REFERENCES"" |
Record Nr. | UNINA-9910822934203321 |
Celasun Oya | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
SMACD / PRIME 2021 : International Conference on Synthesis, Modeling, Analysis and Simulation Methods and Applications to Circuit Design and |
Edizione | [Neuerscheinung] |
Pubbl/distr/stampa | Berlin, : VDE Verlag, 2021 |
Descrizione fisica | Online-Ressource (426 S.) |
Soggetto topico |
Modeling
CMOS Synthesis MEMS Integrated circuits Microelectronic Machine-learning Multi-domain Nanoelectronics Simulation Methods |
ISBN | 3-8007-5589-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996581067703316 |
Berlin, : VDE Verlag, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
SMACD / PRIME 2021 : International Conference on Synthesis, Modeling, Analysis and Simulation Methods and Applications to Circuit Design and |
Edizione | [Neuerscheinung] |
Pubbl/distr/stampa | Berlin, : VDE Verlag, 2021 |
Descrizione fisica | Online-Ressource (426 S.) |
Soggetto topico |
Modeling
CMOS Synthesis MEMS Integrated circuits Microelectronic Machine-learning Multi-domain Nanoelectronics Simulation Methods |
ISBN | 3-8007-5589-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910873908003321 |
Berlin, : VDE Verlag, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
U.S. Monetary Policy Normalization and Global Interest Rates / / Carlos Caceres, Yan Carriere-Swallow, Ishak Demir, Bertrand Gruss |
Autore | Caceres Carlos |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
Descrizione fisica | 1 online resource (47 pages) : illustrations, tables |
Disciplina | 332.4973 |
Altri autori (Persone) |
Carriere-SwallowYan
DemirIshak GrussBertrand |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - United States
Interest rates - United States Business cycles - United States Banks and Banking Foreign Exchange Macroeconomics Estimation Simulation Methods Business Fluctuations Cycles Interest Rates: Determination, Term Structure, and Effects Money and Interest Rates: Forecasting and Simulation Monetary Policy Central Banks and Their Policies International Business Cycles Banks Depository Institutions Micro Finance Institutions Mortgages Externalities Finance Currency Foreign exchange Banking Long term interest rates Yield curve Short term interest rates Exchange rate flexibility Financial services Spillovers Financial sector policy and analysis Interest rates Banks and banking International finance |
ISBN | 1-4755-4306-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910136708703321 |
Caceres Carlos | ||
Washington, D.C. : , : International Monetary Fund, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|