Dark markets: asset pricing and information transmission in over-the-counter markets
Auteur :
Duffie, Darrell
Éditeur :
Princeton University Press
ISBN :
9780691138961
Date de publication :
8 janv. 2012
Dimensions :
23,5 x 15,2 cm
Poids :
312 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. This title introduces OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for advanced subjects in this field.