Implied Default Probabilities and Losses Given Default from Option Price

Implied Default Probabilities and Losses Given Default from Option Price

Journal of Financial Econometrics

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Bibliographic Details
Main Authors: ALLAUDEEN S/O S HAMEED, Conrad, Jennifer, Dittmar, Robert
Other Authors: FINANCE
Format: Article
Published: Oxford University Press 2020
Online Access:https://scholarbank.nus.edu.sg/handle/10635/171710
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1717102024-11-10T13:21:12Z Implied Default Probabilities and Losses Given Default from Option Price ALLAUDEEN S/O S HAMEED Conrad, Jennifer Dittmar, Robert FINANCE Ms Kristy Swee Journal of Financial Econometrics 2020-07-27T06:41:05Z 2020-07-27T06:41:05Z 2020-07-23 2020-07-23T09:31:29Z Article ALLAUDEEN S/O S HAMEED, Conrad, Jennifer, Dittmar, Robert (2020-07-23). Implied Default Probabilities and Losses Given Default from Option Price. Journal of Financial Econometrics. ScholarBank@NUS Repository. 1479-8409 https://scholarbank.nus.edu.sg/handle/10635/171710 Oxford University Press Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Journal of Financial Econometrics
author2 FINANCE
author_facet FINANCE
ALLAUDEEN S/O S HAMEED
Conrad, Jennifer
Dittmar, Robert
format Article
author ALLAUDEEN S/O S HAMEED
Conrad, Jennifer
Dittmar, Robert
spellingShingle ALLAUDEEN S/O S HAMEED
Conrad, Jennifer
Dittmar, Robert
Implied Default Probabilities and Losses Given Default from Option Price
author_sort ALLAUDEEN S/O S HAMEED
title Implied Default Probabilities and Losses Given Default from Option Price
title_short Implied Default Probabilities and Losses Given Default from Option Price
title_full Implied Default Probabilities and Losses Given Default from Option Price
title_fullStr Implied Default Probabilities and Losses Given Default from Option Price
title_full_unstemmed Implied Default Probabilities and Losses Given Default from Option Price
title_sort implied default probabilities and losses given default from option price
publisher Oxford University Press
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/171710
_version_ 1821193686420029440

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