Tag Archives: acciones

Paper: Información sobre default: Precio de las opciones

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Post Type Gaston Besanson
qfcpapers

A Framework for Extracting the Probability of Default  from Stock Option Prices Abstract This paper develops a framework to estimate the probability of default (PD)  implied in listed stock options. The underlying option pricing model measures PD  as the intensity of a jump diffusion process, in which the underlying stock price jumps to zero at...+

Paper: Recompra de acciones

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Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual Stock Repurchase Disclosures Abstract:  Using new data we investigate open-market repurchase execution of S&P 500 firms. We find that smaller firms repurchase less frequently than larger firms, and at prices which are significantly lower than average market prices. Their repurchase activity is followed by...+

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