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

Bibliographic Details
Main Author: Capuano, Christian.
Format: eBook
Language:English
Published: [Washington, District of Columbia] : International Monetary Fund, 2008.
Series:IMF working paper ; WP/08/194
Subjects:
Online Access:Click to View
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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. 
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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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Options (Finance)  |x Prices  |x Econometric models. 
650 0 |a Default (Finance)  |x Econometric models. 
655 4 |a Electronic books. 
797 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=1605841  |z Click to View