Dark Markets : : Asset Pricing and Information Transmission in Over-the-Counter Markets / / Darrell Duffie.
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...
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| Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2011] ©2012 |
| Year of Publication: | 2011 |
| Edition: | Course Book |
| Language: | English |
| Series: | Princeton Lectures in Finance ;
6 |
| Online Access: | |
| Physical Description: | 1 online resource (128 p.) :; 5 line illus. 5 tables. |
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Table of Contents:
- Frontmatter
- Contents
- Tables
- Figures
- Preface
- Chapter 1. Over-the- Counter Markets
- Chapter 2. The Case of Federal Funds Lending
- Chapter 3. Search for Counterparties
- Chapter 4. A Simple OTC Pricing Model
- Chapter 5 Information Percolation in OTC Markets
- Appendix A. Foundations for Random Matching
- Appendix B. Counting Processes
- Bibliography
- Index