A Short Introduction to Correlation Markets

被引：5

作者：

Collin-Dufresne, Pierre ^{[1
]}

机构：

[1] Columbia Univ, New York, NY 10027 USA

来源：

JOURNAL OF FINANCIAL ECONOMETRICS | 2009年 / 7卷 / 01期

关键词：

RISK;

D O I：

10.1093/jjfinec/nbn019

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This short note gives a short overview of correlation markets and was prepared for the "Roundtable Discussion on Default Risk Correlation Models" given at the inaugural SoFiE-Conference in June 2008.

引用

页码：12 / 29

页数：18

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