Capuano, Christian.
The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano. - 1 online resource (31 pages) : illustrations, tables. - IMF working paper ; WP/08/194 .
Includes bibliographical references.
Options (Finance)--Prices--Econometric models.
Default (Finance)--Econometric models.
Electronic books.
HG6024.A3 / .C37 2008eb
332.63228
The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano. - 1 online resource (31 pages) : illustrations, tables. - IMF working paper ; WP/08/194 .
Includes bibliographical references.
Options (Finance)--Prices--Econometric models.
Default (Finance)--Econometric models.
Electronic books.
HG6024.A3 / .C37 2008eb
332.63228