Presents the history and characteristics of credit derivatives, a new class of securities. A stylized problem is also provided.

Presents the history and characteristics of credit derivatives, a new class of securities. A stylized problem is also provided.
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Sanjiv Das,
Stephen Lynagh
Source: Harvard Business School
10 pages.
Release Date: 31, January 1997. Prod #: 297086-PDF-ENG
Overview of Credit Derivatives HBR case solution

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