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

by Capuano, Christian.

Series: IMF working paper ; WP/08/194Material type: Text Text; Format: available online remote; Literary form: Not fiction Publisher: [Washington, District of Columbia] : International Monetary Fund, 2008Copyright date: 2008Online access: Click to View Availability: No items available.

Recent advances in credit risk modeling [electronic resource] / prepared by Christian Capuano ... [et al.].

by Capuano, Christian, 1975- | Capuano, Christian, 1975- | International Monetary Fund. Monetary and Capital Markets Dept | ProQuest (Firm).

Series: IMF working paper ; WP/09/162.Material type: Text Text; Format: electronic available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, c2009Online access: Click to View Availability: No items available.

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