Dark markets [electronic resource] : asset pricing and information transmission in over-the-counter markets / Darrell Duffie.

"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...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Duffie, Darrell
Format:	Electronic eBook
Language:	English
Published:	Princeton : Princeton University Press, ©2012.
Series:	Princeton lectures in finance.
Subjects:	Over-the-counter markets. Capital assets pricing model.