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

By: Material type: TextTextSeries: IMF working paper ; WP/08/194Publisher: [Washington, District of Columbia] : International Monetary Fund, 2008Copyright date: ©2008Description: 1 online resource (31 pages) : illustrations, tablesContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
Subject(s): Genre/Form: DDC classification:
  • 332.63228 23
LOC classification:
  • HG6024.A3 .C37 2008eb
Online resources:
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
No physical items for this record

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.

There are no comments on this title.

to post a comment.