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) 0 4 12 1,037 4 11 41 2,673
About Debt and the Option to Extend Debt Maturity 0 0 3 186 37 102 389 1,603
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 0 0 12 529
Book Values and Market Values of Equity and Debt 0 0 1 353 0 1 17 2,025
Convertible Subordinated Debt Valuation and "Conversion in Distress" 0 0 5 620 0 1 27 2,586
Corporate Bond Valuation with Both Expected and Unexpected Default 0 0 0 380 0 0 20 1,278
Equity Valuation Under Stochastic Interest Rates 0 0 1 452 2 3 17 1,159
Extended-Gaussian Term Structure Models and Credit Risk Applications 0 0 2 98 0 0 12 360
Quadratic Term Structure Models in Discrete Time 0 0 0 374 0 1 16 898
The Target Rate and Term Structure of Interest Rates 0 0 1 135 1 3 19 353
Valuation of Exchangeable Convertible Bonds 0 2 6 1,597 1 8 49 4,323
Valuation of Put Options on Leveraged Equity 0 1 1 325 0 2 15 1,379
Valuation of the Firm's Liabilities when Equity Holders are also Creditors 0 0 0 96 0 0 10 786
Total Working Papers 0 7 32 5,807 45 132 644 19,952


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 1 27 0 0 7 103
'Extended black' sovereign credit default swap pricing model 0 0 2 58 2 2 9 175
Credit default swap rates and stock prices 0 0 0 46 2 2 7 184
Credit risk pricing with both expected and unexpected default 0 0 0 22 0 0 1 91
Quadratic term structure models in discrete time 0 0 3 38 1 3 27 122
Revisiting cumulative preferred stock valuation 0 0 1 116 0 0 3 327
Total Journal Articles 0 0 7 307 5 7 54 1,002
2 registered items for which data could not be found


Statistics updated 2020-09-04