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Dark Markets - Darrell Duffie - Bog

- Asset Pricing and Information Transmission in Over-the-Counter Markets

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691138961
  • Indbinding:
  • Hardback
  • Sideantal:
  • 128
  • Udgivet:
  • 8. januar 2012
  • Størrelse:
  • 168x240x14 mm.
  • Vægt:
  • 328 g.
  • Ukendt - mangler pt..
Forlænget returret til d. 31. januar 2025
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Beskrivelse af Dark Markets

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.

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