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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
Connect to
Available to Pittsburg State University patrons only.
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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
