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
收藏
页码：12 / 29
页数：18
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