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Financial markets / Mathematical finance / Actuarial science / Financial risk / Incomplete markets / Derivative / Futures contract / Risk-neutral measure / Risk premium / Financial economics / Finance / Investment


Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen
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Document Date: 2008-09-13 19:12:24

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City

Santos / Bruxelles / /

Company

Palm Incorporated / Oxford University Press / Sun / OTC markets / /

Country

United States / /

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Event

Natural Disaster / Person Communication and Meetings / Dividend Issuance / /

Facility

Tel Aviv University / Stanford University Nicolae Gˆarleanu University of California / Stanford University / University College London / Hitotsubashi University / The University of California / University We / The University of Pennsylania / Yale University / /

IndustryTerm

search times / search intensity increases / search-based market incompleteness / search opportunities / bank account / search-based models / liquidity search / search-and-bargaining frictions / stable steady-state solution / search-based model / financial applications / search abilities / search frictions / real estate / search technology / expected utilities / constant solution / search framework / basic risk-neutral search-based pricing model / search-and-bargaining equilibrium / telecommunications / search-and-matching model / search intensity / lower search intensities / bank loans / Search models / search-induced scarcity value / search ability / /

Organization

Stanford University Nicolae Gˆarleanu University / New York University / University College London / Western Finance Association / Berkeley Lasse Heje Pedersen Stern School of Business / University of California / Berkeley / Society for Financial Studies / Hitotsubashi University / Yale University / Graduate School / Stanford University / University of Pennsylania / Tel Aviv University / London School of Economics / Oxford University / Universitat Autonoma de Barcelona / /

Person

Helmut Bester / Richard Lyons / Joseph Langsam / Gustavo Manso / Yakov Amihud / Tano Santos / Jeff Zwiebel / Darrell Duffie / /

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Position

editor / basic risk-neutral search-based pricing model of Duffie / Author / /

ProvinceOrState

California / /

PublishedMedium

The Review of Financial Studies / /

SportsLeague

Stanford University / /

Technology

search technology / /

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