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Pricing and Hedging of Contingent Credit Lines.

By: Contributor(s): Material type: TextTextSeries: IMF Working PapersPublisher: Washington : International Monetary Fund, 2006Copyright date: ©2006Edition: 1st edDescription: 1 online resource (26 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781451908091
Subject(s): Genre/Form: Additional physical formats: Print version:: Pricing and Hedging of Contingent Credit LinesLOC classification:
  • HF5681.C67.L68 2006
Online resources:
Contents:
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.
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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.

Description based on publisher supplied metadata and other sources.

Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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