Credit Derivatives

  • Carlos Oliveira


A credit derivative is a financial contract that aims at reducing credit risk—that is, the risk of default posed by contracts established with a business counterparty. These kinds of derivatives have become increasingly popular in the last decade, because they allow the hedging of complex financial positions even in industries that are not covered by mainstream markets.


Interest Rate Credit Risk Term Structure Credit Default Swap Implied Volatility 
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Copyright information

© Carlos Oliveira 2016

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.Monmouth JunctionUSA

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