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)
Sándor Sóvágó (Vrije Universiteit Amsterdam)
Chris Woodruff (Oxford Univeristy, Untied Kingdom)
Paul Devereux (University College Dublin, Ireland)
Arthur Lewbel (Boston College, United States)
Luigi Guiso ( Einaudi Institute for Economics and Finance, Italy)
Arthur Lewbel (Boston College, United States)
Xiao Xiao (Erasmus University Rotterdam)
Beata Javorcik (University of Oxford, United Kingdom)
Aleksandar Andonov (Erasmus University Rotterdam)
Frank Westerhoff (University of Bamberg, Germany)
Mariassunta Giannetti (Stockholm School of Economics, Sweden)
Didier Nibbering (Erasmus University Rotterdam)
Maria Montero (University of Nottingham, United Kingdom)
Maria Petrova (Universitat Pompeu Fabra, Spain)
Laurent Simula (Université Grenoble Alpes, France)
Ana Galvao (University of Warwick, United Kingdom)
Bastian Ravesteijn (Harvard Medical School, United States)
Narly Dwarkasing (University of Bonn, Germany)
Ana Galvao (Warwick University, United Kingdom)