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Dark markets = asset pricing and inf...

Duffie, Darrell.

Dark markets = asset pricing and information transmission in over-the-counter markets /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Dark markets/ Darrell Duffie.
Reminder of title:	asset pricing and information transmission in over-the-counter markets /
Author:	Duffie, Darrell.
Published:	Princeton :Princeton University Press, : ©2011.,
Description:	1 online resource (xv, 95 p.) :ill. :
Subject:	Over-the-counter markets. -
Online resource:	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 /
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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

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