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	0	2	1,093	0	4	14	2,882
About Debt and the Option to Extend Debt Maturity	0	0	1	194	11	17	23	2,034
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	2	534
Book Values and Market Values of Equity and Debt	0	0	0	355	1	3	4	2,056
Convertible Subordinated Debt Valuation and "Conversion in Distress"	1	1	1	624	5	8	10	2,628
Corporate Bond Valuation with Both Expected and Unexpected Default	0	0	0	384	1	2	3	1,306
Equity Valuation Under Stochastic Interest Rates	0	0	0	454	3	4	5	1,181
Extended-Gaussian Term Structure Models and Credit Risk Applications	0	0	0	98	1	2	4	366
Quadratic Term Structure Models in Discrete Time	0	0	0	378	0	7	10	922
The Target Rate and Term Structure of Interest Rates	0	0	0	136	1	3	3	365
Valuation of Exchangeable Convertible Bonds	0	1	2	1,616	2	5	12	4,430
Valuation of Put Options on Leveraged Equity	0	0	0	326	2	2	3	1,391
Valuation of the Firm's Liabilities when Equity Holders are also Creditors	0	0	0	97	2	2	3	793
Total Working Papers	1	2	6	5,909	30	60	96	20,888

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	2	3	3	111
'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	40	0	4	7	141
Revisiting cumulative preferred stock valuation	0	0	0	121	0	1	2	340
Total Journal Articles	0	0	0	248	2	8	12	770

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Statistics updated 2026-01-09