Access Statistics for Marco Realdon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Two Factor Black-Karasinski Credit Default Swap Pricing Model (forthcoming in the Icfai Journal of Derivatives Markets, Vol IV, No 4, October 2007; all copyrights rest with the Icfai University Press) 1 1 1 1,094 9 11 24 2,899
About Debt and the Option to Extend Debt Maturity 0 0 1 194 3 17 38 2,053
An Extended Structural Credit Risk Model (forthcoming in the Icfai Journal of Financial Risk Management; all copyrights rest with the Icfai University Press) 0 0 0 154 1 1 4 537
Book Values and Market Values of Equity and Debt 0 0 0 355 1 7 11 2,064
Convertible Subordinated Debt Valuation and "Conversion in Distress" 0 0 1 624 0 1 15 2,635
Corporate Bond Valuation with Both Expected and Unexpected Default 0 0 0 384 3 6 11 1,315
Equity Valuation Under Stochastic Interest Rates 0 0 1 455 0 0 6 1,183
Extended-Gaussian Term Structure Models and Credit Risk Applications 0 0 0 98 3 4 8 372
Quadratic Term Structure Models in Discrete Time 0 0 0 378 3 5 17 930
The Target Rate and Term Structure of Interest Rates 0 0 0 136 4 6 16 378
Valuation of Exchangeable Convertible Bonds 0 0 2 1,616 3 5 20 4,441
Valuation of Put Options on Leveraged Equity 0 0 0 326 1 2 6 1,395
Valuation of the Firm's Liabilities when Equity Holders are also Creditors 0 0 0 97 0 0 7 797
Total Working Papers 1 1 6 5,911 31 65 183 20,999

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Extended Black" term structure models 0 0 0 27 2 3 10 118
'Extended black' sovereign credit default swap pricing model 1 1 1 61 4 5 6 184
Quadratic term structure models in discrete time 0 0 0 40 4 5 15 151
Revisiting cumulative preferred stock valuation 0 0 0 121 1 2 5 344
Total Journal Articles 1 1 1 249 11 15 36 797
2 registered items for which data could not be found
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Statistics updated 2026-05-06