The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano.
By: Capuano, Christian.
Material type:
BookSeries: IMF working paper ; WP/08/194. Publisher: [Washington, District of Columbia] : International Monetary Fund, 2008Copyright date: �2008Description: 1 online resource (31 pages) : illustrations, tables.Content type: text Media type: computer Carrier type: online resourceSubject(s): Options (Finance) -- Prices -- Econometric models | Default (Finance) -- Econometric modelsGenre/Form: Electronic books.DDC classification: 332.63228 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
|---|---|---|---|---|---|---|---|---|
E-book
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10368753 | 1 | Available |
Total holds: 0
Includes bibliographical references.
Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014).
Electronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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