The Option-iPoD : the probability of default implied by option prices based on entropy /

Saved in:

Bibliographic Details
Main Author:	Capuano, Christian, 1975- (Author)
Corporate Author:	International Monetary Fund. Monetary and Capital Markets Department
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C. : International Monetary Fund, ©2008. ©2008
Subjects:	Default (Finance) > Econometric models. Options (Finance) > Prices > Econometric models.
Online Access:	Full text (MFA users only)
ISBN:	1451915055 9781451915051 9781451991321 1451991320 9781451870527 1451870523
Local Note:	ProQuest Ebook Central

Internet

Full text (MFA users only)