01760nam 2200553 450 991046363450332120170822131304.01-4623-3460-11-282-84145-91-4518-7052-31-4519-9132-09786612841453(CKB)3170000000055089(SSID)ssj0001484549(PQKBManifestationID)11893153(PQKBTitleCode)TC0001484549(PQKBWorkID)11431312(PQKB)11158735(OCoLC)460638766(MiAaPQ)EBC1605841(EXLCZ)99317000000005508920140226h20082008 uy 0engurcnu||||||||txtccrThe Option-iPoD the probability of default implied by option prices based on entropy /Christian Capuano[Washington, District of Columbia] :International Monetary Fund,2008.©20081 online resource (31 pages) illustrations, tablesIMF working paper ;WP/08/194Bibliographic Level Mode of Issuance: Monograph1-4519-1505-5 Includes bibliographical references.Options (Finance)PricesEconometric modelsDefault (Finance)Econometric modelsElectronic books.Options (Finance)PricesEconometric models.Default (Finance)Econometric models.332.63228Capuano Christian973927MiAaPQMiAaPQMiAaPQBOOK9910463634503321The Option-iPoD2216721UNINA