Dark markets: asset pricing and information transmission in over-the-counter markets
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton
Princeton University Press
©2012
|
| Series: | Princeton lectures in finance
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xv, 95 pages) |
| ISBN: | 9781400840519 1400840511 9780691138961 0691138966 |
Staff View
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| 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 |
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