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.


Published in:
Journal of Financial Econometrics, 7, 1, 12-29
Year:
2008
ISSN:
1479-8417
Keywords:
Laboratories:




 Record created 2013-08-07, last modified 2018-03-17


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