The Option-iPoD: the probability of default implied by option prices based on entropy
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
[Washington, District of Columbia]
International Monetary Fund
2008
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Schlagworte: | |
Beschreibung: | Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014) |
Beschreibung: | 1 online resource (31 pages) illustrations, tables |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Capuano, Christian |
author_facet | Capuano, Christian |
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author_sort | Capuano, Christian |
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dewey-ones | 332 - Financial economics |
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dewey-search | 332.63228 |
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dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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indexdate | 2024-07-10T07:42:38Z |
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spelling | Capuano, Christian Verfasser aut The Option-iPoD the probability of default implied by option prices based on entropy Christian Capuano [Washington, District of Columbia] International Monetary Fund 2008 © 2008 1 online resource (31 pages) illustrations, tables txt rdacontent c rdamedia cr rdacarrier Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014) Ökonometrisches Modell Options (Finance) Prices Econometric models Default (Finance) Econometric models |
spellingShingle | Capuano, Christian The Option-iPoD the probability of default implied by option prices based on entropy Ökonometrisches Modell Options (Finance) Prices Econometric models Default (Finance) Econometric models |
title | The Option-iPoD the probability of default implied by option prices based on entropy |
title_auth | The Option-iPoD the probability of default implied by option prices based on entropy |
title_exact_search | The Option-iPoD the probability of default implied by option prices based on entropy |
title_full | The Option-iPoD the probability of default implied by option prices based on entropy Christian Capuano |
title_fullStr | The Option-iPoD the probability of default implied by option prices based on entropy Christian Capuano |
title_full_unstemmed | The Option-iPoD the probability of default implied by option prices based on entropy Christian Capuano |
title_short | The Option-iPoD |
title_sort | the option ipod the probability of default implied by option prices based on entropy |
title_sub | the probability of default implied by option prices based on entropy |
topic | Ökonometrisches Modell Options (Finance) Prices Econometric models Default (Finance) Econometric models |
topic_facet | Ökonometrisches Modell Options (Finance) Prices Econometric models Default (Finance) Econometric models |
work_keys_str_mv | AT capuanochristian theoptionipodtheprobabilityofdefaultimpliedbyoptionpricesbasedonentropy |