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

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Bibliographic Details
Superior document:IMF working paper ; WP/06/13
:
TeilnehmendeR:
Year of Publication:2006
Language:English
Series:IMF working paper ; WP/06/13.
Online Access:
Physical Description:24 p. :; ill.
Notes:"January 2006."
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Description
Bibliography:Includes bibliographical references.
Hierarchical level:Monograph
Statement of Responsibility: prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma.