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Dark markets[electronic resource] :a...

Duffie, Darrell.

Dark markets[electronic resource] :asset pricing and information transmission in over-the-counter markets /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.64/3
書名/作者:	Dark markets : asset pricing and information transmission in over-the-counter markets // Darrell Duffie.
作者:	Duffie, Darrell.
出版者:	Princeton : : Princeton University Press,, ©2011.
面頁冊數:	1 online resource (xv, 95 p.) : : ill.
標題:	Over-the-counter markets.
標題:	Capital assets pricing model.
ISBN:	9781400840519 (electronic bk.)
ISBN:	1400840511 (electronic bk.)
書目註:	Includes bibliographical references and index.
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.
摘要、提要註:	"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.
電子資源:	http://www.jstor.org/stable/10.2307/j.ctt7rxtm

Dark markets[electronic resource] :asset pricing and information transmission in over-the-counter markets /
Duffie, Darrell.

Dark marketsasset 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:

551264
Over-the-counter markets.

LC Class. No.: HG4521 / .D87 2011

Dewey Class. No.: 332.64/3

Dark markets[electronic resource] :asset pricing and information transmission in over-the-counter markets /
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003 OCoLC
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006 m o d
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008 150203s2011 njua ob 001 0 eng d
020 $a 9781400840519 (electronic bk.)
020 $a 1400840511 (electronic bk.)
020 $z 9780691138961 (alk. paper)
020 $z 0691138966 (alk. paper)
035 $a (OCoLC)767502456 $z (OCoLC)776492128
035 $a ocn767502456
040 $a EBLCP $b eng $e pn $c EBLCP $d YDXCP $d N15 $d GPM $d WAU $d E7B $d N $d CDX $d OCLCQ $d JSTOR $d OCLCF $d DEBSZ $d OCLCQ
050 4 $a HG4521 $b .D87 2011
082 0 4 $a 332.64/3 $a 332.643
100 1 $a Duffie, Darrell. $3 447544
245 1 0 $a Dark markets $h [electronic resource] : $b asset pricing and information transmission in over-the-counter markets / $c Darrell Duffie.
260 $a Princeton : $b Princeton University Press, $c ©2011.
300 $a 1 online resource (xv, 95 p.) : $b ill.
490 1 $a Princeton lectures in finance
504 $a Includes bibliographical references and index.
505 0 $a 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.
520 $a "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.
588 0 $a Print version record.
650 0 $a Over-the-counter markets. $3 551264
650 0 $a Capital assets pricing model. $3 342856
830 0 $a Princeton lectures in finance. $3 446608
856 4 0 $u http://www.jstor.org/stable/10.2307/j.ctt7rxtm

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