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  • Search: subject:"Option Implied Probability of Default"
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Year of publication
Subject
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Cross Entropy 6 Option Implied Probability of Default 6 Risk Neutral Density 6 Aktienoption 2 Bankinsolvenz 2 Entropie 2 Insolvenz 2 Optionspreistheorie 2 Risikomaß 2 Statistische Verteilung 2 Bank failure 1 Credit risk 1 Entropy 1 Insolvency 1 Kreditrisiko 1 Option pricing theory 1 Probability theory 1 Risiko 1 Risk 1 Risk measure 1 Statistical distribution 1 Stock option 1 Theorie 1 Wahrscheinlichkeitsrechnung 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 6
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4 Undetermined 2
Author
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Vilsmeier, Johannes 6
Institution
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Deutsche Bundesbank 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 1
Published in...
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BGPE Discussion Paper 1 Bundesbank Discussion Paper 1 Discussion Papers / Deutsche Bundesbank 1 Discussion paper 1 University of Regensburg Working Papers in Business, Economics and Management Information Systems 1 Working Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
Source
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RePEc 3 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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Updating the option implied probability of default methodology
Vilsmeier, Johannes - 2014
In this paper we 'update' the option implied probability of default (option iPoD) approach recently suggested in the …
Persistent link: https://www.econbiz.de/10010471490
Saved in:
Cover Image
Updating the option implied probability of default methodology
Vilsmeier, Johannes - Deutsche Bundesbank - 2014
In this paper we 'update' the option implied probability of default (option iPoD) approach recently suggested in the …
Persistent link: https://www.econbiz.de/10011161232
Saved in:
Cover Image
Updating the option implied probability of default methodology
Vilsmeier, Johannes - 2014
In this paper we ‘update’ the option implied probability of default (option iPoD) approach recently suggested in the …
Persistent link: https://www.econbiz.de/10010471968
Saved in:
Cover Image
Updating the Option Implied Probability of Default Methodology
Vilsmeier, Johannes - 2011
In this paper we 'update' the option implied probability of default (option iPoD) approach recently suggested in the …
Persistent link: https://www.econbiz.de/10010294741
Saved in:
Cover Image
Updating the Option Implied Probability of Default Methodology
Vilsmeier, Johannes - Wirtschaftswissenschaftliche Fakultät, Universität … - 2011
In this paper we ‘update’ the option implied probability of default (option iPoD) approach recently suggested in the …
Persistent link: https://www.econbiz.de/10009318408
Saved in:
Cover Image
Updating the Option Implied Probability of Default Methodology
Vilsmeier, Johannes - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2011
In this paper we ‘update’ the option implied probability of default (option iPoD) approach recently suggested in the …
Persistent link: https://www.econbiz.de/10010696236
Saved in:
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