Credit Derivatives

Ren Raw Chen, Jing Zhi Huang

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Credit derivatives are instruments used to measure, manage, and transfer credit risk. Recently, there has been an explosive growth in the use of these instruments in the financial markets. This chapter reviews the structure and use of some credit derivative instruments that are popular in practice.

Original languageEnglish (US)
Title of host publicationEncyclopedia of Finance, Third Edition
PublisherSpringer International Publishing
Pages573-584
Number of pages12
ISBN (Electronic)9783030912314
ISBN (Print)9783030912307
DOIs
StatePublished - Jan 1 2022

All Science Journal Classification (ASJC) codes

  • General Economics, Econometrics and Finance
  • General Business, Management and Accounting

Cite this