Equity option-implied probability of default and equity recovery rate

Saved in:

Authors and Corporations:

Chang, Bo Young (Author), Orosi, Greg (Author)

Other Authors:

Orosi, Greg [Author]

Type of Resource:

E-Book

Language:

English

published:

[Ottawa] Bank of Canada December 2016

Series:

Subjects:

Asset pricing

Financial markets

Market structure and pricing

Arbeitspapier

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Notes:

Zusammenfassung in französischer Sprache

Parent items:
Bank of Canada: Staff working paper