The Option-iPoD : the probability of default implied by option prices based on entropy /
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, District of Columbia] :
International Monetary Fund,
2008.
|
| Series: | IMF working paper ;
WP/08/194 |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 100 | 1 | |a Capuano, Christian. | |
| 245 | 1 | 4 | |a The Option-iPoD : |b the probability of default implied by option prices based on entropy / |c Christian Capuano. |
| 264 | 1 | |a [Washington, District of Columbia] : |b International Monetary Fund, |c 2008. | |
| 264 | 4 | |c ©2008 | |
| 300 | |a 1 online resource (31 pages) : |b illustrations, tables. | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a computer |2 rdamedia | ||
| 338 | |a online resource |2 rdacarrier | ||
| 440 | 0 | |a IMF working paper ; |v WP/08/194 | |
| 504 | |a Includes bibliographical references. | ||
| 588 | |a Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014). | ||
| 590 | |a Electronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Options (Finance) |x Prices |x Econometric models. | |
| 650 | 0 | |a Default (Finance) |x Econometric models. | |
| 655 | 0 | |a Electronic books. | |
| 797 | 2 | |a ebrary. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10368753 |z An electronic book accessible through the World Wide Web; click to view |
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