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Author Capuano, Christian.

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

Publication Info. [Washington, District of Columbia] : International Monetary Fund, 2008.
2008

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description 1 online resource (31 pages) : illustrations, tables.
text rdacontent
computer rdamedia
online resource rdacarrier
Series IMF working paper ; WP/08/194
Bibliography Includes bibliographical references.
Note Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014).
Subject Options (Finance) -- Prices -- Econometric models.
Default (Finance) -- Econometric models.
Genre/Form Electronic books.

 
    
Available items only