Implied Probabilities of Default from Colombian Money Market Spreads : The Merton Model under Equity Market Informational Constraints
Year of publication: |
2012
|
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Authors: | León, Carlos |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Kolumbien | Colombia | Aktienmarkt | Stock market | Geldmarkt | Money market |
Extent: | 1 Online-Ressource (36 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2179608 [DOI] |
Classification: | G2 - Financial Institutions and Services ; G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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