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Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie
| Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2012 |
| Descrizione fisica | 1 online resource (114 p.) |
| Disciplina | 332.64/3 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Over-the-counter markets
Capital assets pricing model |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
Bellman's principle
OTC market OTC trades asset pricing credit risk debt derivatives equilibrium bargaining equilibrium search federal funds market federal loans global financial crisis information exchange interbank market intraday allocation large numbers market opaqueness over-the-counter market percolation posterior beliefs private information random matching repurchase search models supply shocks trading transparency |
| ISBN |
1-283-33986-2
9786613339867 1-4008-4051-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910457897503321 |
Duffie Darrell
|
||
| Princeton, : Princeton University Press, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie
| Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2012 |
| Descrizione fisica | 1 online resource (114 p.) |
| Disciplina | 332.64/3 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Over-the-counter markets
Capital assets pricing model |
| Soggetto non controllato |
Bellman's principle
OTC market OTC trades asset pricing credit risk debt derivatives equilibrium bargaining equilibrium search federal funds market federal loans global financial crisis information exchange interbank market intraday allocation large numbers market opaqueness over-the-counter market percolation posterior beliefs private information random matching repurchase search models supply shocks trading transparency |
| ISBN |
1-283-33986-2
9786613339867 1-4008-4051-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910781565803321 |
|
Duffie Darrell
|
||
| Princeton, : Princeton University Press, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How big banks fail and what to do about it [[electronic resource] /] / Darrell Duffie
| How big banks fail and what to do about it [[electronic resource] /] / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2011 |
| Descrizione fisica | 1 online resource (108 p.) |
| Disciplina | 332.1 |
| Soggetto topico |
Bank failures
Bank failures - Prevention Bank failures - United States Financial crises |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-86480-7
9786612864803 1-4008-3699-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- What is a dealer bank? -- Failure mechanisms -- Recapitalizing a weak bank -- Improving regulations and market infrastructure -- Appendix: Central clearing of derivatives. |
| Record Nr. | UNINA-9910459396603321 |
|
Duffie Darrell
|
||
| Princeton, N.J., : Princeton University Press, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How big banks fail and what to do about it [[electronic resource] /] / Darrell Duffie
| How big banks fail and what to do about it [[electronic resource] /] / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2011 |
| Descrizione fisica | 1 online resource (108 p.) |
| Disciplina | 332.1 |
| Soggetto topico |
Bank failures
Bank failures - Prevention Bank failures - United States Financial crises |
| ISBN |
1-282-86480-7
9786612864803 1-4008-3699-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- What is a dealer bank? -- Failure mechanisms -- Recapitalizing a weak bank -- Improving regulations and market infrastructure -- Appendix: Central clearing of derivatives. |
| Record Nr. | UNINA-9910785237303321 |
|
Duffie Darrell
|
||
| Princeton, N.J., : Princeton University Press, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||