A perspective on credit derivatives

International Review of Financial Analysis

Volumn 11, Issue 3, 2002, Pages 251-278

  Batten, Jonathan ^a   Hogan, Warren ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Credit default swaps; Credit derivatives; Credit risk; Credit spreads; Credit linked notes; Total return swaps

Indexed keywords

EID: 0036383244     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(02)00104-7     Document Type: Article

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