Darrell Duffie

Dark Markets: Asset Pricing and Information Transmission in Over-The-Counter Markets

Buch

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 ScienceDark 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 whe… Mehr

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Produktdetails

ISBN: 978-0-691-13896-1
EAN: 9780691138961
Produktnummer: 11353473
Verlag: Princeton Univ Pr
Sprache: Englisch
Erscheinungsjahr: 2012
Seitenangabe: 95 S.
Masse: H24.7 cm x B16.4 cm x D2.3 cm 322 g
Gewicht: 322

Über den Autor

Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. His books include How Big Banks Fail and What to Do about It and Dynamic Asset Pricing Theory (both Princeton).