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Capuano, Christian:

2009

Title: Recent Advances in Credit Risk Modeling

Author: Gasha, Giancarlo Jose ; Santos, O Andre ; Chan-Lau, Jorge ; Medeiros, I. Carlos ; Souto, R Marcos ; Capuano, Christian

Series: Working Paper No. 2009/162

Date: August 1, 2009

Subject: Asset prices Asset valuation Credit Credit risk Options

2008

Title: The Option-iPoD

Author: Capuano, Christian

Series: Working Paper No. 2008/194

Date: August 1, 2008

Subject: Asset prices Asset valuation Financial statements Options Stocks