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	3	1,093	0	2	13	2,877
About Debt and the Option to Extend Debt Maturity	1	1	2	194	1	2	13	2,017
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	533
Book Values and Market Values of Equity and Debt	0	0	1	355	0	0	3	2,053
Convertible Subordinated Debt Valuation and "Conversion in Distress"	0	0	0	623	0	0	2	2,620
Corporate Bond Valuation with Both Expected and Unexpected Default	0	0	0	384	0	0	1	1,304
Equity Valuation Under Stochastic Interest Rates	0	0	0	454	0	0	1	1,177
Extended-Gaussian Term Structure Models and Credit Risk Applications	0	0	0	98	0	0	2	364
Quadratic Term Structure Models in Discrete Time	0	0	1	378	0	2	5	915
The Target Rate and Term Structure of Interest Rates	0	0	0	136	0	0	0	362
Valuation of Exchangeable Convertible Bonds	0	1	1	1,615	1	2	9	4,424
Valuation of Put Options on Leveraged Equity	0	0	0	326	0	0	1	1,389
Valuation of the Firm's Liabilities when Equity Holders are also Creditors	0	0	0	97	0	0	0	790
Total Working Papers	1	2	8	5,907	2	8	51	20,825

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	0	0	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	1	40	0	1	5	137
Revisiting cumulative preferred stock valuation	0	0	1	121	0	0	2	339
Total Journal Articles	0	0	2	248	0	1	7	762

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Statistics updated 2025-09-05