Collin-Dufresne, P.2013-08-072013-08-072013-08-07200810.1093/jjfinec/nbn019https://infoscience.epfl.ch/handle/20.500.14299/93983This 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.RISKtext::journal::journal article::research article