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Dark Markets

By: Darrell Duffie (Author)

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Ksh 9,200.00

Format: Hardback or Cased Book

ISBN-13: 9780691138961

Publisher: Princeton University Press

Publication Date: Jan 8th, 2012

Weight: 328 grams

Dimension: 24.00 x 16.80 x 1.40 cms

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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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