Pricing credit risk through equity options calibration: Part 2 – model implementation
Year of publication: |
2006
|
---|---|
Authors: | Delzio, Marco Fabio |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 7.2006, August, 4, p. 386-401
|
Publisher: |
Emerald Group Publishing |
Subject: | Bonds | Calibration | Credit | Equity capital | Financial modelling | Risk analysis |
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