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 1 3 1,096 4 6 32 2,910
About Debt and the Option to Extend Debt Maturity 0 0 0 194 1 2 39 2,056
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 2 6 539
Book Values and Market Values of Equity and Debt 0 0 0 355 0 2 14 2,067
Convertible Subordinated Debt Valuation and "Conversion in Distress" 0 0 1 624 0 0 16 2,636
Corporate Bond Valuation with Both Expected and Unexpected Default 0 0 0 384 1 1 13 1,317
Equity Valuation Under Stochastic Interest Rates 0 0 1 455 1 2 8 1,185
Extended-Gaussian Term Structure Models and Credit Risk Applications 0 0 0 98 1 1 10 374
Quadratic Term Structure Models in Discrete Time 0 1 1 379 0 1 17 932
The Target Rate and Term Structure of Interest Rates 0 0 0 136 1 2 18 380
Valuation of Exchangeable Convertible Bonds 0 0 1 1,616 1 3 19 4,444
Valuation of Put Options on Leveraged Equity 0 0 0 326 2 2 8 1,397
Valuation of the Firm's Liabilities when Equity Holders are also Creditors 0 0 0 97 2 2 9 800
Total Working Papers 0 2 7 5,914 15 26 209 21,037

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 1 12 120
'Extended black' sovereign credit default swap pricing model 0 0 1 61 0 1 7 185
Quadratic term structure models in discrete time 0 0 0 40 0 1 16 153
Revisiting cumulative preferred stock valuation 0 0 0 121 0 1 7 346
Total Journal Articles 0 0 1 249 1 4 42 804
2 registered items for which data could not be found
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Statistics updated 2026-10-11