The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano.
Material type: TextSeries: IMF working paper ; WP/08/194Publisher: [Washington, District of Columbia] : International Monetary Fund, 2008Copyright date: 2008Description: 1 online resource (31 pages) : illustrations, tablesContent type: text Media type: computer Carrier type: online resourceSubject(s): Options (Finance) -- Prices -- Econometric models | Default (Finance) -- Econometric modelsGenre/Form: Electronic books.DDC classification: 332.63228 LOC classification: HG6024.A3 | .C37 2008Online resources: Click to ViewIncludes bibliographical references.
Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014).
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
There are no comments on this title.