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A Short Introduction to Correlation Markets
Collin-Dufresne, P.
2008
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Abstract
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.
Details
Title
A Short Introduction to Correlation Markets
Author(s)
Collin-Dufresne, P.
Published in
Journal of Financial Econometrics
Volume
7
Issue
1
Pages
12-29
Date
2008
ISSN
1479-8417
Keywords
RISK
DOI
https://doi.org/10.1093/jjfinec/nbn019
Laboratories
SFI-PCD
Record Appears in
Scientific production and competences
>
CDM - College of Management of Technology
>
SFI - Swiss Finance Institute at EPFL
>
SFI-PCD - Full Prof. Collin-Dufresne Chair
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Record creation date
2013-08-07
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