Pricing and Hedging of Contingent Credit Lines.
Neftci, Salih N.
Pricing and Hedging of Contingent Credit Lines. - 1st ed. - 1 online resource (26 pages) - IMF Working Papers . - IMF Working Papers .
Intro -- 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.
9781451908091
Contingencies in finance.
Electronic books.
HF5681.C67.L68 2006
Pricing and Hedging of Contingent Credit Lines. - 1st ed. - 1 online resource (26 pages) - IMF Working Papers . - IMF Working Papers .
Intro -- 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.
9781451908091
Contingencies in finance.
Electronic books.
HF5681.C67.L68 2006