An Introduction to Credit Derivatives

Emerald - 2002
GUNTERDUFEY1, FLORIANREHM2
1Professor of CSIB and Finance at the University of Michigan Business School in Ann Arbor, MI
2Structured products specialist at UBS Warburg AG, Equity Risk Manage‐ment Products, in Frankfurt, Germany

Tóm tắt

The authors provide the reader with a simple introduction to credit derivatives. The article includes a broad overview of the market, estimates of the global market size, and a description of the most widely used products.

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Tài liệu tham khảo

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