Pricing and hedging of contingent credit lines - Loukoianova, Elena; Neftci, Salih N.; Sharma, Sunil, 1958-; IMF Institute; International Monetary Fund.; ebrary, Inc. ([Washington, DC] : International Monetary Fund, IMF Institute, 2006)
"January 2006."
Includes bibliographical references.
Electronic reproduction.
Keywords: Contingencies in finance; Hedging (Finance); Lines of credit -- Prices; Electronic books