Access Statistics for Marco Realdon

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	23	1,085	3	15	73	2,848
About Debt and the Option to Extend Debt Maturity	0	0	0	192	3	8	26	1,983
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	1	532
Book Values and Market Values of Equity and Debt	0	0	0	354	1	1	5	2,049
Convertible Subordinated Debt Valuation and "Conversion in Distress"	0	0	0	623	0	1	1	2,617
Corporate Bond Valuation with Both Expected and Unexpected Default	0	0	0	383	2	2	4	1,298
Equity Valuation Under Stochastic Interest Rates	0	0	0	454	0	0	0	1,175
Extended-Gaussian Term Structure Models and Credit Risk Applications	0	0	0	98	0	0	0	362
Quadratic Term Structure Models in Discrete Time	0	0	0	376	0	0	1	909
The Target Rate and Term Structure of Interest Rates	1	1	1	136	1	1	2	361
Valuation of Exchangeable Convertible Bonds	0	0	4	1,614	0	0	14	4,414
Valuation of Put Options on Leveraged Equity	0	0	0	325	0	0	2	1,385
Valuation of the Firm's Liabilities when Equity Holders are also Creditors	0	0	0	97	0	0	0	790
Total Working Papers	1	5	28	5,891	10	28	129	20,723

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
"Extended Black" term structure models	0	0	0	27	0	1	1	108
'Extended black' sovereign credit default swap pricing model	0	0	0	60	0	0	0	178
Quadratic term structure models in discrete time	0	0	0	39	0	1	2	130
Revisiting cumulative preferred stock valuation	0	0	2	120	0	0	2	336
Total Journal Articles	0	0	2	246	0	2	5	752

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Statistics updated 2023-12-04