Dark markets asset pricing and information transmission in over-the-counter markets /

Duffie, Darrell.

Dark markets asset pricing and information transmission in over-the-counter markets / [electronic resource] : Darrell Duffie. - Princeton : Princeton University Press, c2012. - xv, 95 p. : ill. - Princeton lectures in finance . - Princeton lectures in finance. .

Includes bibliographical references and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9781400840519 (electronic bk.)




Over-the-counter markets.
Capital assets pricing model.


Electronic books.

HG4521 / .D87 2012

332.64/3