Skip navigation
Share
Facebook
Twitter
WhatsApp
LinkedIn
|
Register
|
Login
My AKB
Receive email
updates
Edit Profile
Advanced Search
Toggle navigation
Home
Browse
Communities
& Collections
Browse Items by:
Date
Author
Title
Type
Centre
Subjects
About AKSP
AKSP Partner Institutions
Event
Get Email Alert
FAQ
RSS feed
More
AUC Library
Archives
Knowledge Management
Agenda 2063
International/African Affiliated Organizations
International Monetary Fund
Item View
f92eceb0-5af2-49bd-b39a-163fed4573ad
f92eceb0-5af2-49bd-b39a-163fed4573ad
IMF Working Papers
The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer
Author(s)
Michael T. Gapen
Yingbin Xiao
Cheng Hoon Lim
Dale F. Gray
Language(s)
English
Subject(s)
Contingent claims approach
Corporate sector vulnerability
financial sector
option pricing
capital markets
hedging
international capital markets
Contigent claims approach
URI
https://akb.au.int/handle/AKB/88409
Source URL
http://elibrary.imf.org/view/IMF001/06850-9781451854411/06850-9781451854411/Other_formats/Source_PDF/06850-9781451899788.pdf
Collection(s)
International Monetary Fund
Views
0
Downloads
0
Your Rating
N
/
A
Avg. Rating
0
/
5
(0 Reviews)
Rating Breakup
5
0
4
0
3
0
2
0
1
0
Rating
Comments
0
Rate this Item
Facebook
Twitter
WhatsApp
LinkedIn
Attachments [ 0 ]
There are no files associated with this item.
More Details
Date of Issue
2004
Contributing Member
INTERNATIONAL MONETARY FUND
Publisher
INTERNATIONAL MONETARY FUND
Physical Description
PDF
Series Report / No
Working Paper No. 04/121
ISBN
9781451899788
|
9781451899788
|
9781452741147
|
9781462335787
Comments
(Leave your comments here about this item.)
Add comment
Item Analytics
Week
Month
Year
All Time
Select desired time period
Citation
×
IEEE
[1] Michael T. Gapen and Yingbin Xiao and Cheng Hoon Lim and Dale F. Gray, "The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer ," INTERNATIONAL MONETARY FUND, 2004.
MLA
Michael T. Gapen and Yingbin Xiao and Cheng Hoon Lim and Dale F. Gray, "The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer ," INTERNATIONAL MONETARY FUND, 2004.
APA
Michael T. Gapen, Yingbin Xiao, Cheng Hoon Lim, Dale F. Gray, (2004). "The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer," INTERNATIONAL MONETARY FUND.
Chicago
Michael T. Gapen, Yingbin Xiao, Cheng Hoon Lim, Dale F. Gray. (2004). "The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer," INTERNATIONAL MONETARY FUND.
BibTeX
EndNote
RefMan
Download
Comments
(Leave your comments here about this item.)