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. Subjects--Topical Terms: Options (Finance)--Prices--Econometric models.Default (Finance)--Econometric models. Index Terms--Genre/Form: Electronic books. LC Class. No.: HG6024.A3 / .C37 2008eb Dewey Class. No.: 332.63228