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	1	2	13	2,879
About Debt and the Option to Extend Debt Maturity	0	1	1	194	3	4	12	2,020
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	0	355	1	1	3	2,054
Convertible Subordinated Debt Valuation and "Conversion in Distress"	0	0	0	623	1	1	3	2,621
Corporate Bond Valuation with Both Expected and Unexpected Default	0	0	0	384	1	1	2	1,305
Equity Valuation Under Stochastic Interest Rates	0	0	0	454	1	1	2	1,178
Extended-Gaussian Term Structure Models and Credit Risk Applications	0	0	0	98	1	1	3	365
Quadratic Term Structure Models in Discrete Time	0	0	0	378	3	3	7	918
The Target Rate and Term Structure of Interest Rates	0	0	0	136	1	1	1	363
Valuation of Exchangeable Convertible Bonds	0	0	1	1,615	1	3	10	4,426
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	1	1	791
Total Working Papers	0	1	5	5,907	14	19	59	20,842

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	1	1	6	138
Revisiting cumulative preferred stock valuation	0	0	0	121	1	1	2	340
Total Journal Articles	0	0	1	248	2	2	8	764

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Statistics updated 2025-11-08