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Start Over Descriptor "TRANCHES" Journal journal of financial econometrics
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1. A Short Introduction to Correlation Markets.

Author

COLLIN-DUFRESNE, PIERRE

Subjects
STATISTICAL correlation, DEFAULT (Finance), RISK, FORUMS, ECONOMETRICS, CONFERENCES & conventions
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. [ABSTRACT FROM AUTHOR]

Published
2009
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