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 5 10 1,061 3 14 50 2,768
About Debt and the Option to Extend Debt Maturity 1 1 2 191 5 7 30 1,952
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 0 531
Book Values and Market Values of Equity and Debt 0 0 1 354 0 0 6 2,042
Convertible Subordinated Debt Valuation and "Conversion in Distress" 0 0 0 623 0 1 4 2,614
Corporate Bond Valuation with Both Expected and Unexpected Default 0 0 0 383 0 1 4 1,294
Equity Valuation Under Stochastic Interest Rates 0 0 0 454 1 2 5 1,175
Extended-Gaussian Term Structure Models and Credit Risk Applications 0 0 0 98 0 0 1 362
Quadratic Term Structure Models in Discrete Time 0 0 1 375 0 0 3 907
The Target Rate and Term Structure of Interest Rates 0 0 0 135 0 0 2 359
Valuation of Exchangeable Convertible Bonds 0 3 6 1,609 1 8 24 4,399
Valuation of Put Options on Leveraged Equity 0 0 0 325 0 0 0 1,383
Valuation of the Firm's Liabilities when Equity Holders are also Creditors 0 0 0 97 0 0 0 790
Total Working Papers 2 9 20 5,859 10 33 129 20,576


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 0 0 0 107
'Extended black' sovereign credit default swap pricing model 0 0 2 60 0 0 3 178
Credit default swap rates and stock prices 1 1 3 49 1 1 4 188
Credit risk pricing with both expected and unexpected default 0 0 0 22 0 0 0 95
Quadratic term structure models in discrete time 0 0 0 39 0 0 1 128
Revisiting cumulative preferred stock valuation 0 0 0 118 0 1 3 334
Total Journal Articles 1 1 5 315 1 2 11 1,030


Statistics updated 2022-11-05