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2006 | OriginalPaper | Chapter

5. Credit derivatives

Authors : Ren-Raw Chen, Jing-Zhi Huang

Published in: Encyclopedia of Finance

Publisher: Springer US

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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 article reviews the structure and use of some credit derivative instruments that are popular in practice.

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Literature
1.
Anson, M., Fabozzi, F., Choudhry, M., and Chen, R.R. (2004). Credit Derivatives: Instruments, Applications, and Pricing. New York: John Wiley.
2.
Caouette, J.B., Altman, E.I., and Narayanan, P. (1998). Managing Credit Risk: The Next Great Financial Challenge. New York: John Wiley.
3.
Duffie, D. and Singleton, K.J. (2003). Credit Risk: Pricing, Measurement and Management. New Jersey: Princeton University Press.
4.
Saunders, A. and Allen, L. (2002). Credit Risk Measurement, 2nd edn. New York: John Wiley.
Metadata
Title
Credit derivatives
Authors
Ren-Raw Chen
Jing-Zhi Huang
Copyright Year
2006
Publisher
Springer US
Book
Encyclopedia of Finance

Print ISBN: 978-0-387-26284-0

Electronic ISBN: 978-0-387-26336-6

Copyright Year: 2006

DOI
https://doi.org/10.1007/978-0-387-26336-6_31