Implied Default Probabilities and Recovery Rates from Option Prices
Robert Dittmar (University of Michigan, United States)
- Erasmus Finance Seminars
Robert Dittmar (University of Michigan, United States)
Xiao Xiao (Erasmus University Rotterdam)
Aleksandar Andonov (Erasmus University Rotterdam)
Mariassunta Giannetti (Stockholm School of Economics, Sweden)
Narly Dwarkasing (University of Bonn, Germany)
Ran Xing (Erasmus University Rotterdam)
Boris Vallee (Harvard University, United States)
Laurens Swinkels (Erasmus University Rotterdam)
Geoffrey Tate (University of North Carolina at Chapel Hill, United States)
Xintong Zhan (Erasmus University Rotterdam)
Florian Scheuer (Stanford University, United States)
Matteo Millone , Matteo Millone (VU Amsterdam)
Per Stromberg (Stockholm School of Economics, Sweden)
Andres Liberman (New York University, United States)
Mathijs A. van Dijk (Erasmus University Rotterdam)
Francesco D'Acunto (University of Maryland, United States)
Kelly Shue (Yale University, United States)
Rex Wang (Erasmus University Rotterdam)
Todd Gormley (George Washington University, United States)
Felipe Valencia Caicedo (University of Bonn, Germany)