Neftci, Salih N. <br/><br/>
Pricing and Hedging of Contingent Credit Lines. 

 - 1st ed. 
 - 1 online resource (26 pages) 
 - IMF Working Papers .
 - IMF Working Papers .
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781451908091 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Contingencies in finance.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HF5681.C67.L68 2006