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Dark Markets

- Asset Pricing and Information Transmission in Over-the-Counter Markets

About Dark Markets

Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. This title introduces OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for advanced subjects in this field.

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  • Language:
  • English
  • ISBN:
  • 9780691138961
  • Binding:
  • Hardback
  • Pages:
  • 128
  • Published:
  • January 7, 2012
  • Dimensions:
  • 168x240x14 mm.
  • Weight:
  • 324 g.
Delivery: 2-4 weeks
Expected delivery: August 8, 2025

Description of Dark Markets

Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. This title introduces OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for advanced subjects in this field.

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