Pricing and Hedging of Contingent Credit Lines /
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 st...
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| Další autoři: | , |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2006.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2006/013 |
| On-line přístup: | Full text available on IMF |