A framework for extracting the probability of default from stock option prices
CiNii
Available at 3 libraries
Bibliographic Information
- Title
- "A framework for extracting the probability of default from stock option prices"
- Statement of Responsibility
- Azusa Takeyama, Nick Constantinou, and Dmitri Vinogradov
- Publisher
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- Institute for Monetary and Economic Studies, Bank of Japan
- Publication Year
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- [2012]
- Book size
- 30 cm
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Notes
Cover title
"October 2012" -- Prelim. page
"This paper is one chapter of Azusa Takeyama's PhD thesis submitted to the University of Essex" -- Prelim. page
Chronology: p. 29-30
Includes bibliographical references (p. 24-27)
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Details 詳細情報について
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- CRID
- 1130282270415726208
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- NII Book ID
- BB11866595
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- Text Lang
- en
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- Country Code
- ja
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- Title Language Code
- en
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- Place of Publication
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- Tokyo
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- Classification
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- LCC: HG221
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- Subject
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- LCSH: Default (Finance)
- LCSH: Stock options
- LCSH: Options (Finance) -- Prices -- Mathematical models
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- Data Source
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- CiNii Books