國立虎尾科技大學 |

登入

回首頁

Dark markets = asset pricing and inf...

Duffie, Darrell.

Dark markets = 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
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. :
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 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:

942210
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 /
LDR:01832cam a2200301Ia 4500 001 793927
003 OCoLC
005 20141031021143.0
006 m o d
007 cr |n|---|||||
008 150316s2011 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 719515
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 942210
650 0 $a Capital assets pricing model. $3 576533
830 0 $a Princeton lectures in finance. $3 814059
856 4 0 $u http://www.jstor.org/stable/10.2307/j.ctt7rxtm

筆 0 讀者評論

多媒體

評論

新增評論分享你的心得

Export

取書館別