The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano.
2008
HG6024.A3 .C37 2008
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Details
Title
The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano.
Author
Capuano, Christian.
Published
[Washington, District of Columbia] : International Monetary Fund, 2008.
Copyright
©2008
Language
English
Description
1 online resource (31 pages) : illustrations, tables.
Call Number
HG6024.A3 .C37 2008
Dewey Decimal Classification
332.63228
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Source of Description
Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014).
Series
IMF working paper ; WP/08/194
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