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Pricing and Hedging of Contingent Credit Lines High quality books

Pricing and Hedging of Contingent Credit Lines
By:Elena Loukoianova,Salih N. Neftci,Sunil Sharma
Published on 2006-01-01 by International Monetary Fund

Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the finance literature. Using a financial engineering approach, the paper analyzes the structure of simple CCLs, examines methods for their pricing, and discusses the problems faced in hedging CCL portfolios.

This Book was ranked at 27 by Google Books for keyword Credit.

Book ID of Pricing and Hedging of Contingent Credit Lines's Books is wkzBrv7AjJYC, Book which was written byElena Loukoianova,Salih N. Neftci,Sunil Sharmahave ETAG "uxCkxf+UTwQ"

Book which was published by International Monetary Fund since 2006-01-01 have ISBNs, ISBN 13 Code is and ISBN 10 Code is

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Book which have "24 Pages" is Printed at BOOK under CategoryContingencies in finance

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