research article
A Short Introduction to Correlation Markets
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.
Type
research article
Author(s)
Date Issued
2008
Published in
Volume
7
Issue
1
Start page
12
End page
29
Subjects
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
August 7, 2013
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