An Introduction to Credit Derivatives

University of Michigan Business School Working Paper No. 00-013

9 Pages Posted: 9 Jan 2001

See all articles by Gunter Dufey

Gunter Dufey

Stephen M. Ross School of Business at the University of Michigan ; Nanyang Technological University (NTU) - Centre for Research in Financial Services (CREFS)

Florian Rehm

WHU - Otto Beisheim School of Management

Date Written: August 2000

Abstract

This paper provides the reader with introductory information about credit derivatives. It explains the most widely used products in a simple way, gives a broad overview over the applications of credit derivatives and provides estimates of the global market size.

Suggested Citation

Dufey, Gunter and Rehm, Florian, An Introduction to Credit Derivatives (August 2000). University of Michigan Business School Working Paper No. 00-013, Available at SSRN: https://ssrn.com/abstract=249155 or http://dx.doi.org/10.2139/ssrn.249155

Gunter Dufey (Contact Author)

Stephen M. Ross School of Business at the University of Michigan ( email )

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Nanyang Technological University (NTU) - Centre for Research in Financial Services (CREFS)

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Florian Rehm

WHU - Otto Beisheim School of Management ( email )

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Germany
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