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[ author_sort:"duffie, darrell." ]
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Dark markets = asset pricing and inf...
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Duffie, Darrell.
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Dark markets = asset pricing and information transmission in over-the-counter markets /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Dark markets/ Darrell Duffie.
其他題名:
asset pricing and information transmission in over-the-counter markets /
作者:
Duffie, Darrell.
出版者:
Princeton :Princeton University Press, : ©2011.,
面頁冊數:
1 online resource (xv, 95 p.) :ill.
內容註:
1. Over-the-Counter Markets -- 2. The Case of Federal Funds Lending -- 3. Search for Counterparties -- 4. A Simple OTC Pricing Model -- 5. Information Percolation in OTC Markets.
標題:
Over-the-counter markets. -
電子資源:
http://www.jstor.org/stable/10.2307/j.ctt7rxtm
ISBN:
9781400840519 (electronic bk.)
Dark markets = asset pricing and information transmission in over-the-counter markets /
Duffie, Darrell.
Dark markets
asset pricing and information transmission in over-the-counter markets /[electronic resource] :Darrell Duffie. - Princeton :Princeton University Press,©2011. - 1 online resource (xv, 95 p.) :ill. - Princeton lectures in finance. - Princeton lectures in finance..
Includes bibliographical references and index.
1. Over-the-Counter Markets -- 2. The Case of Federal Funds Lending -- 3. Search for Counterparties -- 4. A Simple OTC Pricing Model -- 5. Information Percolation in OTC Markets.
"Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a centralized institution such as a stock exchange, OTC trades are negotiated privately between market participants who may be unaware of prices that are currently available elsewhere in the market. In these relatively opaque markets, investors can be in the dark about the most attractive available terms and who might be offering them"--Provided by publisher.
ISBN: 9781400840519 (electronic bk.)Subjects--Topical Terms:
671129
Over-the-counter markets.
LC Class. No.: HG4521 / .D87 2011
Dewey Class. No.: 332.64/3
Dark markets = asset pricing and information transmission in over-the-counter markets /
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http://www.jstor.org/stable/10.2307/j.ctt7rxtm
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