| Description |
1 online resource (xv, 95 pages) : illustrations. |
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text file |
| Series |
Princeton lectures in finance
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Princeton lectures in finance.
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| Bibliography |
Includes bibliographical references and index. |
| Contents |
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. |
| Summary |
"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. |
| Access |
Due to publisher license, access is restricted to authorised GRAIL clients only. Please contact GRAIL staff. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Over-the-counter markets.
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Over-the-counter markets. |
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Capital assets pricing model.
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Capital assets pricing model. |
| Genre/Form |
Electronic books.
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Electronic books.
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Electronic books.
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| Other Form: |
Print version: Duffie, Darrell. Dark markets. Princeton : Princeton University Press, ©2012 9780691138961 (DLC) 2011034092 (OCoLC)724663226 |
| ISBN |
9781400840519 (electronic book) |
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1400840511 (electronic book) |
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9780691138961 (alkaline paper) |
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0691138966 (alkaline paper) |
| Standard No. |
9786613339867 |
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