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About this product
- DescriptionOver-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.
- Author BiographyDarrell 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).
- Author(s)Darrell Duffie
- PublisherPrinceton University Press
- Date of Publication19/12/2011
- GenreFinance & Accounting
- Series TitlePrinceton Lectures in Finance S.
- Place of PublicationNew Jersey
- Country of PublicationUnited States
- ImprintPrinceton University Press
- Content Note5 line illus. 5 tables.
- Weight314 g
- Width152 mm
- Height229 mm
- Spine15 mm
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