TY  - BOOK
AU  - Neftci,Salih N.
AU  - Loukoianova,Elena
AU  - Sharma,Sunil
TI  - Pricing and Hedging of Contingent Credit Lines
T2  - IMF Working Papers
SN  - 9781451908091
AV  - HF5681.C67.L68 2006 
PY  - 2006///
CY  - Washington
PB  - International Monetary Fund
KW  - Contingencies in finance
KW  - Electronic books
N1  - 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
UR  - https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3014471
ER  -