Dark markets: asset pricing and information transmission in over-the-counter markets
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton
Princeton University Press
©2012
|
| Schriftenreihe: | Princeton lectures in finance
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (xv, 95 pages) |
| ISBN: | 9781400840519 1400840511 9780691138961 0691138966 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042740439 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150806s2012 |||| o||u| ||||||eng d | ||
| 020 | |a 9781400840519 |c electronic bk. |9 978-1-4008-4051-9 | ||
| 020 | |a 1400840511 |c electronic bk. |9 1-4008-4051-1 | ||
| 020 | |a 9780691138961 |c alk. paper |9 978-0-691-13896-1 | ||
| 020 | |a 0691138966 |c alk. paper |9 0-691-13896-6 | ||
| 035 | |a (OCoLC)767502456 | ||
| 035 | |a (DE-599)BVBBV042740439 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 332.64/3 | |
| 082 | 0 | |a 332.643 | |
| 100 | 1 | |a Duffie, Darrell |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Dark markets |b asset pricing and information transmission in over-the-counter markets |c Darrell Duffie |
| 264 | 1 | |a Princeton |b Princeton University Press |c ©2012 | |
| 300 | |a 1 Online-Ressource (xv, 95 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Princeton lectures in finance | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |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 | ||
| 500 | |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 | ||
| 650 | 4 | |a Business | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Corporate Finance |2 bisacsh | |
| 650 | 7 | |a Capital assets pricing model |2 fast | |
| 650 | 7 | |a Over-the-counter markets |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Over-the-counter markets | |
| 650 | 4 | |a Capital assets pricing model | |
| 650 | 0 | 7 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Außerbörslicher Wertpapierhandel |0 (DE-588)4419581-3 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Außerbörslicher Wertpapierhandel |0 (DE-588)4419581-3 |D s |
| 689 | 0 | 1 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408677 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBA |a ZDB-4-EBU |a ZDB-4-NLEBK | ||
| 940 | 1 | |q FAW_PDA_EBA | |
| 940 | 1 | |q FLA_PDA_EBU | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028171311 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804174954781999104 |
|---|---|
| any_adam_object | |
| author | Duffie, Darrell |
| author_facet | Duffie, Darrell |
| author_role | aut |
| author_sort | Duffie, Darrell |
| author_variant | d d dd |
| building | Verbundindex |
| bvnumber | BV042740439 |
| collection | ZDB-4-EBA ZDB-4-EBU ZDB-4-NLEBK |
| ctrlnum | (OCoLC)767502456 (DE-599)BVBBV042740439 |
| dewey-full | 332.64/3 332.643 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/3 332.643 |
| dewey-search | 332.64/3 332.643 |
| dewey-sort | 3332.64 13 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02960nmm a2200577zc 4500</leader><controlfield tag="001">BV042740439</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150806s2012 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781400840519</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-4008-4051-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1400840511</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-4008-4051-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780691138961</subfield><subfield code="c">alk. paper</subfield><subfield code="9">978-0-691-13896-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0691138966</subfield><subfield code="c">alk. paper</subfield><subfield code="9">0-691-13896-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)767502456</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042740439</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.643</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Duffie, Darrell</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Dark markets</subfield><subfield code="b">asset pricing and information transmission in over-the-counter markets</subfield><subfield code="c">Darrell Duffie</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton</subfield><subfield code="b">Princeton University Press</subfield><subfield code="c">©2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xv, 95 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Princeton lectures in finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Corporate Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Capital assets pricing model</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Over-the-counter markets</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Over-the-counter markets</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital assets pricing model</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Außerbörslicher Wertpapierhandel</subfield><subfield code="0">(DE-588)4419581-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Außerbörslicher Wertpapierhandel</subfield><subfield code="0">(DE-588)4419581-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408677</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield><subfield code="a">ZDB-4-EBU</subfield><subfield code="a">ZDB-4-NLEBK</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FAW_PDA_EBA</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FLA_PDA_EBU</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028171311</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042740439 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:08:36Z |
| institution | BVB |
| isbn | 9781400840519 1400840511 9780691138961 0691138966 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028171311 |
| oclc_num | 767502456 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xv, 95 pages) |
| psigel | ZDB-4-EBA ZDB-4-EBU ZDB-4-NLEBK FAW_PDA_EBA FLA_PDA_EBU |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Princeton University Press |
| record_format | marc |
| series2 | Princeton lectures in finance |
| spelling | Duffie, Darrell Verfasser aut Dark markets asset pricing and information transmission in over-the-counter markets Darrell Duffie Princeton Princeton University Press ©2012 1 Online-Ressource (xv, 95 pages) txt rdacontent c rdamedia cr rdacarrier 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 Business BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Corporate Finance bisacsh Capital assets pricing model fast Over-the-counter markets fast Wirtschaft Over-the-counter markets Capital assets pricing model Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Außerbörslicher Wertpapierhandel (DE-588)4419581-3 gnd rswk-swf Außerbörslicher Wertpapierhandel (DE-588)4419581-3 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408677 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Duffie, Darrell Dark markets asset pricing and information transmission in over-the-counter markets Business BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Corporate Finance bisacsh Capital assets pricing model fast Over-the-counter markets fast Wirtschaft Over-the-counter markets Capital assets pricing model Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Außerbörslicher Wertpapierhandel (DE-588)4419581-3 gnd |
| subject_GND | (DE-588)4121078-5 (DE-588)4419581-3 |
| title | Dark markets asset pricing and information transmission in over-the-counter markets |
| title_auth | Dark markets asset pricing and information transmission in over-the-counter markets |
| title_exact_search | Dark markets asset pricing and information transmission in over-the-counter markets |
| title_full | Dark markets asset pricing and information transmission in over-the-counter markets Darrell Duffie |
| title_fullStr | Dark markets asset pricing and information transmission in over-the-counter markets Darrell Duffie |
| title_full_unstemmed | Dark markets asset pricing and information transmission in over-the-counter markets Darrell Duffie |
| title_short | Dark markets |
| title_sort | dark markets asset pricing and information transmission in over the counter markets |
| title_sub | asset pricing and information transmission in over-the-counter markets |
| topic | Business BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Corporate Finance bisacsh Capital assets pricing model fast Over-the-counter markets fast Wirtschaft Over-the-counter markets Capital assets pricing model Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Außerbörslicher Wertpapierhandel (DE-588)4419581-3 gnd |
| topic_facet | Business BUSINESS & ECONOMICS / Investments & Securities / General BUSINESS & ECONOMICS / Corporate Finance Capital assets pricing model Over-the-counter markets Wirtschaft Capital-Asset-Pricing-Modell Außerbörslicher Wertpapierhandel |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408677 |
| work_keys_str_mv | AT duffiedarrell darkmarketsassetpricingandinformationtransmissioninoverthecountermarkets |