The Option-iPoD : the probability of default implied by option prices based on entropy / prepared by Christian Capuano.

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Bibliographic Details
Online Access:	Full Text (via ProQuest)
Main Author:	Capuano, Christian, 1975- (Author)
Corporate Author:	International Monetary Fund. Monetary and Capital Markets Department
Format:	eBook
Language:	English
Published:	Washington, D.C. : International Monetary Fund, ©2008. ©2008.
Series:	IMF working paper ; WP/08/194.
Subjects:	Default (Finance) > Econometric models. Options (Finance) > Prices > Econometric models.

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Full Text (via ProQuest)

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Call Number:	HG3810
HG3810	Available