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)
Frank Westerhoff (University of Bamberg, Germany)
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)
Giorgio Ricchiuti (University of Florence, Italy)
Per Stromberg (Stockholm School of Economics, Sweden)
Michael König (University of Zurich, Switzerland)
Andres Liberman (New York University, United States)
Mathijs A. van Dijk (Erasmus University Rotterdam)
Francesco D'Acunto (University of Maryland, United States)
Peiran Jiao (Maastricht University)