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

Mostrar otras versiones (2)

"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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Duffie, Darrell
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, ©2012.
Colección:Princeton lectures in finance.
Temas:
Over-the-counter markets.
Capital assets pricing model.
Modèle d'évaluation des actifs financiers.
BUSINESS & ECONOMICS > Investments & Securities > General.
BUSINESS & ECONOMICS > Corporate Finance.
Capital assets pricing model
Over-the-counter markets
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

Ejemplares similares