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Dark Markets : Asset Pricingand Information Transmission in Over-the-Counter Markets
Darrell Duffie
Éditeur : PRINCETON UNIVERSITY PRESS
ISBN papier: 9780691138961
Parution : 2012
Code produit : 851489
Catégorisation :
Livres /
ESG - École des sciences de la gestion /
Finance /
Marchés fin et capitaux
Formats disponibles
| Format | Qté. disp. | Prix* | Commander |
|---|---|---|---|
| Livre papier | 2 |
Prix membre : 36,95 $ Prix non-membre : 41,06 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
Description
"Over-the-counter markets concern a large set of financial assets and received significant attention during the recent financial crisis. Darrell Duffie has been a key contributor to a promising new area of research that seeks to understand the behavior of these markets. His comprehensive, rigorous book will be very useful to all researchers interested in this important subject."--Dimitri Vayanos, London School of Economics and Political Science "Dark Markets describes and models over-the-counter markets, with an emphasis on 'doing it right.' People apply the law of large numbers all the time, even when it is inappropriate. This book tells you when it is appropriate. Darrell Duffie is a giant in the field."--Ed Nosal, Federal Reserve Bank of Chicago