An Introduction to Credit Derivatives
GUNTER DUFEY
(Professor of CSIB and Finance at the University of Michigan Business School in Ann Arbor, MI)
FLORIAN REHM
(Structured products specialist at UBS Warburg AG, Equity Risk Manage‐ment Products, in Frankfurt, Germany)
891
Abstract
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.
Citation
DUFEY, G. and REHM, F. (2002), "An Introduction to Credit Derivatives", Journal of Risk Finance, Vol. 3 No. 3, pp. 65-71. https://doi.org/10.1108/eb043496
Publisher
:MCB UP Ltd
Copyright © 2002, MCB UP Limited