Abstract: We study a generalization of the model of a dark market due to Duffie- Gârleanu- Pedersen [6]. Our market is segmented and involves. By Sina Marquardt; Darrell Duffie: Dark markets, asset pricing and information transmission in over-the-counter markets. In response to the financial crisis of to , a large number of financial assets, such as derivatives, collateralized debt obligations, and.
| Author: | Dailkree Vohn |
| Country: | Mayotte |
| Language: | English (Spanish) |
| Genre: | Art |
| Published (Last): | 24 October 2010 |
| Pages: | 465 |
| PDF File Size: | 17.38 Mb |
| ePub File Size: | 20.75 Mb |
| ISBN: | 614-6-38996-859-9 |
| Downloads: | 95581 |
| Price: | Free* [*Free Regsitration Required] |
| Uploader: | Bazragore |
Most purchases from business sellers are protected by the Consumer Contract Regulations which give you the right to cancel the purchase within 14 days after the day you receive the item. Seller information morellomole Financial Decisions and Markets: Processed by PayPal Get more time to pay. Princeton University Press Amazon.
Have one to sell?
Learn more – opens in new window or tab Seller information morellomole 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. Will post to United States. Over-the-counter OTC markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis.
Asset Pricing and Information Transmission. Over-the-counter OTC markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis.
Distinguished Lecture Series – Darrell Duffie
Subject to credit approval. Learn More – opens in a new window or tab International postage and import charges paid to Pitney Bowes Inc.
Please enter up to 7 characters for the postcode. Accepted, Eligibility for PayPal Credit is determined at checkout.
Dark Markets. Asset Pricing and Information TransmissionDarrell Duffie. | eBay
Darrell Duffie Limited preview – Frequently bought together Feedback on our suggestions – Frequently bought together. Asset Pricing and Information Transmissi The Economist Guide to Commodities Producers, players and price Description Postage and payments. No highlighting of text, no writing in the margins, and no missing pages. This amount is subject to markkets until you make payment. The item you’ve selected wasn’t added to your basket. This item will be sent through the Global Shipping Programme and includes international tracking.
Economics > General Economics
Read item description maroets contact seller for postage options. For additional information, see the Global Shipping Programme terms and conditions – opens in a new window or tab.
See all morellomole has no other items for sale. Guildford, Surrey, United Kingdom.
For additional information, see the Global Shipping Programme terms and conditions – opens in a new window or tab This amount includes applicable customs duties, taxes, brokerage and other fees. My library Help Advanced Book Search. Madkets 23, Postage cost can’t be calculated. Distinguished and Coxeter Lecturers Index. His research interests include incomplete security markets; derivatives markets; financial risk management; capital asset pricing theory; preference theory under uncertainty; security design; term structures of interest rates; credit risk, systemic risk in capital markets, valuation of corporate and sovereign debt, swaps, and credit derivatives.