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) 0 0 2 1,093 1 7 20 2,889
About Debt and the Option to Extend Debt Maturity 0 0 1 194 4 17 27 2,040
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 3 4 536
Book Values and Market Values of Equity and Debt 0 0 0 355 5 7 9 2,062
Convertible Subordinated Debt Valuation and "Conversion in Distress" 0 1 1 624 0 11 15 2,634
Corporate Bond Valuation with Both Expected and Unexpected Default 0 0 0 384 0 4 6 1,309
Equity Valuation Under Stochastic Interest Rates 0 1 1 455 0 5 6 1,183
Extended-Gaussian Term Structure Models and Credit Risk Applications 0 0 0 98 0 3 4 368
Quadratic Term Structure Models in Discrete Time 0 0 0 378 0 3 13 925
The Target Rate and Term Structure of Interest Rates 0 0 0 136 0 8 10 372
Valuation of Exchangeable Convertible Bonds 0 0 2 1,616 2 10 18 4,438
Valuation of Put Options on Leveraged Equity 0 0 0 326 0 4 5 1,393
Valuation of the Firm's Liabilities when Equity Holders are also Creditors 0 0 0 97 0 6 7 797
Total Working Papers 0 2 7 5,910 12 88 144 20,946

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 1 7 8 116
'Extended black' sovereign credit default swap pricing model 0 0 0 60 1 2 2 180
Quadratic term structure models in discrete time 0 0 0 40 1 6 12 147
Revisiting cumulative preferred stock valuation 0 0 0 121 0 2 4 342
Total Journal Articles 0 0 0 248 3 17 26 785
2 registered items for which data could not be found
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Statistics updated 2026-03-04