The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano.
2008
Items
Details
Author
Uniform Title
Ebrary electronic monographs.
Title
The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano.
Imprint
[Washington, District of Columbia] : International Monetary Fund, 2008.
Copyright
©2008.
Description
1 online resource (31 pages) : illustrations, tables.
Series
IMF working paper ; WP/08/194.
Local Note
Electronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Bibliography, etc. Note
Includes bibliographical references.
Source of Description
Description based on online resource; title from PDF title page (ebrary, viewed February 26, 2014).
Linked Resources
Language
English
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