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Marco Realdon

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This is information that was supplied by Marco Realdon in registering through RePEc. If you are Marco Realdon , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marco
Middle Name:
Last Name: Realdon
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RePEc Short-ID: pre292

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Affiliation

Department of Economics and Related Studies
University of York
Location: York, United Kingdom
Homepage: http://www.york.ac.uk/economics/
Email:
Phone: (0)1904 323776
Fax: (0)1904 323759
Postal: York YO10 5DD
Handle: RePEc:edi:deyoruk (more details at EDIRC)

Works

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Working papers

  1. Marco Realdon, 2007. "Extended-Gaussian Term Structure Models and Credit Risk Applications," Discussion Papers 07/27, Department of Economics, University of York.
  2. Marco Realdon, 2007. "An Extended Structural Credit Risk Model (forthcoming in the Icfai Journal of Financial Risk Management; all copyrights rest with the Icfai University Press)," Discussion Papers 07/26, Department of Economics, University of York.
  3. Marco Realdon, 2007. "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 Pres," Discussion Papers 07/25, Department of Economics, University of York.
  4. Marco Realdon, 2006. "Equity Valuation Under Stochastic Interest Rates," Discussion Papers 06/12, Department of Economics, University of York.
  5. Marco Realdon, 2006. "Valuation of the Firm's Liabilities when Equity Holders are also Creditors," Discussion Papers 06/16, Department of Economics, University of York.
  6. Marco Realdon, 2006. "The Target Rate and Term Structure of Interest Rates," Discussion Papers 06/15, Department of Economics, University of York.
  7. Marco Realdon, 2006. "Quadratic Term Structure Models in Discrete Time," Discussion Papers 06/01, Department of Economics, University of York.
  8. Marco Realdon, 2006. "Book Values and Market Values of Equity and Debt," Discussion Papers 06/11, Department of Economics, University of York.
  9. Marco Realdon, . "Valuation of Exchangeable Convertible Bonds," Discussion Papers 03/17, Department of Economics, University of York.
  10. Marco Realdon, . "Convertible Subordinated Debt Valuation and "Conversion in Distress"," Discussion Papers 03/18, Department of Economics, University of York.
  11. Marco Realdon, . "Corporate Bond Valuation with Both Expected and Unexpected Default," Discussion Papers 03/21, Department of Economics, University of York.
  12. Marco Realdon, . "About Debt and the Option to Extend Debt Maturity," Discussion Papers 03/20, Department of Economics, University of York.
  13. Marco Realdon, . "Valuation of Put Options on Leveraged Equity," Discussion Papers 03/19, Department of Economics, University of York.

Articles

  1. Marco Realdon & Cheng Qin Shi, 2010. "'Extended black' sovereign credit default swap pricing model," Applied Economics Letters, Taylor & Francis Journals, vol. 17(12), pages 1133-1137.
  2. Realdon, Marco, 2009. ""Extended Black" term structure models," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 232-238, December.
  3. Marco Realdon, 2008. "Credit default swap rates and stock prices," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 241-248.
  4. Marco Realdon, 2007. "Valuation of the Firm's Liabilities When Equity Holders Are Also Creditors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(5-6), pages 950-975.
  5. Marco Realdon, 2007. "Credit risk pricing with both expected and unexpected default," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 225-230.
  6. Realdon, Marco, 2006. "Revisiting cumulative preferred stock valuation," Finance Research Letters, Elsevier, vol. 3(1), pages 2-13, March.
  7. Marco Realdon, 2006. "Pricing the Credit Risk of Secured Debt and Financial Leasing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7-8), pages 1298-1320.
  8. Realdon, Marco, 2006. "Quadratic term structure models in discrete time," Finance Research Letters, Elsevier, vol. 3(4), pages 277-289, December.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-06-24
  2. NEP-BAN: Banking (1) 2007-09-30
  3. NEP-CBA: Central Banking (1) 2006-09-11
  4. NEP-CFN: Corporate Finance (7) 2003-11-30 2003-11-30 2003-11-30 2003-12-14 2006-06-24 2007-09-30 2007-09-30. Author is listed
  5. NEP-FIN: Finance (5) 2006-01-24 2006-06-10 2006-06-24 2006-09-11 2006-09-11. Author is listed
  6. NEP-FMK: Financial Markets (4) 2006-06-10 2006-06-24 2006-09-11 2006-09-11. Author is listed
  7. NEP-MAC: Macroeconomics (1) 2006-09-11
  8. NEP-MON: Monetary Economics (1) 2006-09-11
  9. NEP-REG: Regulation (1) 2006-09-11
  10. NEP-RMG: Risk Management (6) 2003-11-30 2003-11-30 2003-11-30 2003-11-30 2003-12-14 2007-09-30. Author is listed

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