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Credit default swap rates and stock prices
Realdon, Marco - In: Applied financial economics letters 4 (2008) 4/6, pp. 241-248
Persistent link: https://www.econbiz.de/10003807565
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"Extended Black" term structure models
Realdon, Marco - In: International review of financial analysis 18 (2009) 5, pp. 232-238
This paper examines "Extended Black" term structure models (EBTSM), which are multi-factor extensions of the one factor Black (1995) model. EBTSM are not affected by the admissibility restrictions that plague canonical affine models. EBTSM encompass quadratic models, but unlike in quadratic...
Persistent link: https://www.econbiz.de/10003936529
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Credit risk pricing with both expected and unexpected default
Realdon, Marco - In: Applied financial economics letters 3 (2007) 4/6, pp. 225-230
Persistent link: https://www.econbiz.de/10003604851
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Valuation of the firm's liabilities when equity holders are also creditors
Realdon, Marco - In: Journal of business finance & accounting : JBFA 34 (2007) 5/6, pp. 950-975
Persistent link: https://www.econbiz.de/10003507243
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Revisiting cumulative preferred stock valuation
Realdon, Marco - In: Finance research letters 3 (2006) 1, pp. 2-13
Persistent link: https://www.econbiz.de/10003300870
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Euro periphery sovereign default swap pricing
Realdon, Marco - In: The IUP journal of financial risk management : IJFRM 9 (2012) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10009569548
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Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco - In: Applied financial economics 21 (2011) 7/9, pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
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Revisiting the valuation of bank credit agreements
Realdon, Marco - In: The IUP journal of financial risk management : IJFRM 8 (2011) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10009244162
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Revisiting the pricing of commodity futures and forwards
Realdon, Marco - In: Applied financial economics 23 (2013) 1/3, pp. 233-240
Persistent link: https://www.econbiz.de/10009718975
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Participation exemption and tax arbitrage: Italy’s case
Realdon, Marco - In: European journal of law and economics 36 (2013) 1, pp. 77-93
Persistent link: https://www.econbiz.de/10009785534