IMF Publications by Author
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Salih N. Neftci:
2008
Title: Financial Instruments to Hedge Commodity Price Risk for Developing Countries
Series: Working Paper No. 2008/006
Date: January 1, 2008
Subject: Commodities Commodity prices Credit default swap Hedging Options
2006
Title: Pricing and Hedging of Contingent Credit Lines
Series: Working Paper No. 2006/013
Date: January 1, 2006
Subject: Banking Credit Credit risk Financial institutions Financial regulation and supervision Lines of credit Loans Money Options
2003
Title: Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets
Series: Working Paper No. 2003/201
Date: October 1, 2003
Subject: Asset prices Bonds Economic sectors Financial crises Financial institutions Financial services Options Prices Short term interest rates Sovereign bonds