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  • 1
    Online-Ressource
    Online-Ressource
    Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets (2011)
    Princeton, NJ :Princeton University Press,
    Details
    UID:
    almafu_9958352773102883
    Umfang: 1 online resource (128 p.) : , 5 line illus. 5 tables.
    Ausgabe: Course Book
    ISBN: 9781400840519
    Serie: Princeton Lectures in Finance ; 6
    Inhalt: 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. This opaqueness exacerbated the financial crisis, as regulators and market participants were unable to quickly assess the risks and pricing of these instruments. Dark Markets offers a concise introduction to OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for more advanced subjects in this field. Darrell Duffie covers the basic methods for modeling search and random matching in economies with many agents. He gives an overview of asset pricing in OTC markets with symmetric and asymmetric information, showing how information percolates through these markets as investors encounter each other over time. This book also features appendixes containing methodologies supporting the more theory-oriented of the chapters, making this the most self-contained introduction to OTC markets available.
    Anmerkung: Frontmatter -- , Contents -- , Tables -- , Figures -- , Preface -- , Chapter 1. Over-the- Counter Markets -- , Chapter 2. The Case of Federal Funds Lending -- , Chapter 3. Search for Counterparties -- , Chapter 4. A Simple OTC Pricing Model -- , Chapter 5 Information Percolation in OTC Markets -- , Appendix A. Foundations for Random Matching -- , Appendix B. Counting Processes -- , Bibliography -- , Index , In English.
    Sprache: Englisch
    DOI: 10.1515/9781400840519
    URL: https://doi.org/10.1515/9781400840519
    URL: https://www.degruyter.com/isbn/9781400840519
    URL: https://doi.org/10.1515/9781400840519
    URL: https://www.degruyter.com/isbn/9781400840519
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Open Access Wunsch
    FU Berlin
  • 2
    Online-Ressource
    Online-Ressource
    Dark markets : asset pricing and information transmission in over-the-counter markets (2012)
    Princeton : Princeton University Press
    Details
    UID:
    gbv_1003685323
    Umfang: 1 Online-Ressource (xv, 95 pages)
    ISBN: 9781400840519 , 1400840511 , 9780691138961 , 0691138966
    Serie: Princeton lectures in finance
    Inhalt: "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.
    Inhalt: 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
    Anmerkung: Includes bibliographical references and index , English
    Weitere Ausg.: ISBN 9780691138961
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Duffie, Darrell, 1954 - Dark markets Princeton, N.J. [u.a.] : Princeton Univ. Press, 2012 ISBN 9780691138961
    Weitere Ausg.: ISBN 0691138966
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Duffie, Darrell Dark markets Princeton : Princeton University Press, ©2012
    Sprache: Englisch
    Fachgebiete: Wirtschaftswissenschaften
    RVK:
    QK 620
    Schlagwort(e): Außerbörslicher Wertpapierhandel ; Capital-Asset-Pricing-Modell
    URL: Volltext
    URL: Volltext  (lizenzpflichtig)
    Mehr zum Autor: Duffie, Darrell 1954-
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Stabi Berlin
  • 3
    Online-Ressource
    Online-Ressource
    Dark markets : asset pricing and information transmission in over-the-counter markets (2012)
    Princeton :Princeton University Press,
    Details
    UID:
    almahu_9948315417702882
    Umfang: xv, 95 p. : , ill.
    Ausgabe: Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
    Serie: Princeton lectures in finance
    Sprache: Englisch
    Schlagwort(e): Electronic books.
    URL: Click to View
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    HU Berlin
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