The Option-iPoD : the probability of default implied by option prices based on entropy /
Sábháilte in:
| Príomhchruthaitheoir: | Capuano, Christian |
|---|---|
| Formáid: | Leictreonach Ríomhleabhar |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
[Washington, District of Columbia] :
International Monetary Fund,
2008.
|
| Sraith: | IMF working paper ;
WP/08/194 |
| Ábhair: | |
| Rochtain ar líne: | An electronic book accessible through the World Wide Web; click to view |
| Clibeanna: |
Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
|
Míreanna comhchosúla
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Míreanna comhchosúla
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The Option-iPoD : the probability of default implied by option prices based on entropy /
de réir: Capuano, Christian
Foilsithe / Cruthaithe: (2008) -
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006) -
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006) -
Option trading pricing and volatility strategies and techniques /
de réir: Sinclair, Euan, 1969-
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