Marco Realdon

Search results

• 2011

  After-tax Valuation of Convertible Bonds and Participation Exemption

  Realdon, M., 2011, (In preparation) In: Economic Notes.

  Research output: Contribution to journal › Article › peer-review

• Discrete Time Linear-quadratic Pricing of Bonds and Options

  Realdon, M., Apr 2011, In: Applied Financial Economics . 21, 7-9, p. 463-467 5 p.

  Research output: Contribution to journal › Article › peer-review

• Participation Exemption and Tax Arbitrage: Italy's Case

  Realdon, M., 2011, (In preparation) In: European Journal of Law and Economics. p. 1-17 17 p.

  Research output: Contribution to journal › Article › peer-review

• Revisiting the Valuation of Bank Credit Agreements

  Realdon, M., 2011, (In preparation) In: IUP Journal of Financial Risk Management.

  Research output: Contribution to journal › Article › peer-review

• 2010

  'Extended black' sovereign credit default swap pricing model

  Realdon, M. & Shi, C. Q., Aug 2010, In: Applied Economics Letters. 17, 12, p. 1133-1137 5 p.

  Research output: Contribution to journal › Article › peer-review
• 2009

  Extended Black Term Structure Models

  Realdon, M., Dec 2009, In: International Review of Financial Analysis. 18, 5, p. 232-238 7 p.

  Research output: Contribution to journal › Article › peer-review

• Revisiting the Valuation of Inflation Indexed Bonds and Derivatives

  Realdon, M., 2009, In: The Icfai University Journal of Applied Finance. 6, p. 35-58 24 p.

  Research output: Contribution to journal › Article › peer-review
• 2008

  Credit default swap rates and stock prices

  Realdon, M., Jul 2008, In: Applied Financial Economics Letters. 4, 4, p. 241-248 8 p.

  Research output: Contribution to journal › Article › peer-review

• The target rate and term structure of interest rates

  Realdon, M., 2008, In: The Icfai University Journal of Applied Finance. 14, p. 5-31 27 p.

  Research output: Contribution to journal › Article › peer-review
• 2007

  Valuation of the firm's liabilities when equity holders are also creditors

  Realdon, M., 2007, In: Journal of Business Finance and Accounting. 34, 5-6, p. 950-975 26 p.

  Research output: Contribution to journal › Article › peer-review
• 2006

  Pricing the credit risk of secured debt and financial leasing

  Realdon, M., 2006, In: Journal of Business Finance and Accounting. 33, 7-8, p. 1298-1320 23 p.

  Research output: Contribution to journal › Article › peer-review

• Quadratic term structure models in discrete time

  Realdon, M., Dec 2006, In: Finance Research Letters. 3, 4, p. 277-289 12 p.

  Research output: Contribution to journal › Article › peer-review
• 2004

  Valuation of exchangeable convertible bonds

  Realdon, M., Sept 2004, In: International Journal of Theoretical and Applied Finance. 7, 6, p. 701-721 20 p.

  Research output: Contribution to journal › Article › peer-review