Updating the option implied probability of default methodology
Johannes Vilsmeier
| Year of publication: |
2011
|
|---|---|
| Authors: | Vilsmeier, Johannes |
| Publisher: |
Regensburg : Univ. |
| Subject: | Insolvenz | Insolvency | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Entropie | Entropy | Bankinsolvenz | Bank failure | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | Online-Ressource (25 S., 650 KB) graph. Darst. |
|---|---|
| Series: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft. - Regensburg, ZDB-ID 2497692-1. - Vol. 462 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009411340