Pricing and hedging of contingent credit lines [electronic resource] / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma.

By: Contributor(s): Material type: TextTextSeries: IMF working paper ; WP/06/13.Publication details: [Washington, DC] : International Monetary Fund, IMF Institute, 2006.Description: 24 p. : illSubject(s): Genre/Form: LOC classification:
  • HF5681.C67 L68 2006eb
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"January 2006."

Includes bibliographical references.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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