Author

Marco Realdon

Observed names: Dr Marco Realdon, MARCO REALDON, Realdon, Marco, marco realdon

Observed institutions: Northumbria University, Swansea University, University of York, Brunel University of London, KIMEP University

ORCID: 0000-0002-4160-4463

Observed ORCID: 0000-0002-4160-4463

OpenAlex ID: A5007150199

Quadratic term structure models in discrete time

2006 · Marco Realdon · Finance research letters · 35

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Pricing the Credit Risk of Secured Debt and Financial Leasing

2006 · Marco Realdon · Journal of Business Finance &amp Accounting · 15

Credit default swap rates and stock prices

2008 · Marco Realdon · Applied Financial Economics Letters · 10

Credit Risk, Valuation and Fundamental Analysis

2011 · Marco Realdon · International Review of Financial Analysis · 9

Credit risk pricing with both expected and unexpected default

2007 · Marco Realdon · Applied Financial Economics Letters · 8

Valuation of the Firm's Liabilities When Equity Holders Are Also Creditors

2007 · Marco Realdon · Journal of Business Finance &amp Accounting · 8

Revisiting the pricing of commodity futures and forwards

2012 · Marco Realdon · Applied Financial Economics · 7

Tests of non linear Gaussian term structure models

2016 · Marco Realdon · Journal of International Financial Markets Institutions and Money · 6

PDF

Discrete Time Affine Term Structure Models With Squared Gaussian Shocks (DTATSM-SGS)

2018 · Marco Realdon · Quantitative Finance · 5

Valuation of Exchangeable Convertible Bonds

2004 · MARCO REALDON · International Journal of Theoretical and Applied Finance · 5

Gaussian models for Euro high grade government yields

2016 · Marco Realdon · European Journal of Finance · 4

PDF

“Extended Black” term structure models

2009 · Marco Realdon · International Review of Financial Analysis · 4

Discounting earnings with stochastic discount rates

2018 · Marco Realdon · European Journal of Finance · 3

Participation exemption and tax arbitrage: Italy’s case

2010 · Marco Realdon · European Journal of Law and Economics · 2

Discrete time linear-quadratic pricing of bonds and options

2010 · Marco Realdon · Applied Financial Economics · 2

Revisiting cumulative preferred stock valuation

2006 · Marco Realdon · Finance research letters · 2

Matching Daily Yields of All Maturities and Their Volatility

2022 · Marco Realdon · SSRN Electronic Journal · 1

Autoregressive Poisson (ARP) Affine Term Structure Models

2021 · Marco Realdon · SSRN Electronic Journal · 1

Affine and quadratic models with many factors and few parameters

2019 · Marco Realdon · European Journal of Finance · 1

Non-linear Gaussian sovereign CDS pricing models

2018 · Marco Realdon · Quantitative Finance · 1

After‐tax Valuation of Convertible Bonds and Participation Exemption

2010 · Marco Realdon · Economic Notes · 1

‘Extended black’ sovereign credit default swap pricing model

2009 · Marco Realdon, Cheng Qin Shi · Applied Economics Letters · 1

Book Values and Market Values of Equity and Debt

2006 · Marco Realdon · RePEc: Research Papers in Economics · 1

The Target Rate and Term Structure of Interest Rates

2005 · Marco Realdon · RePEc: Research Papers in Economics · 1

ARC paper

2026 · Realdon, Marco · Mendeley Data

Works count: 53

Citation count: 133

H-index: 7

I10-index: 3