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Chapter
Publicly Available
List of Notations
-
Julien Hugonnier
, Benjamin Lester and Pierre-Olivier Weill
Chapters in this book
- Frontmatter i
- CONTENTS vii
- List of Figures xv
- List of Tables xvii
- Acknowledgments xix
- List of Abbreviations xxi
- List of Notations xxiii
- 1 Introduction 1
- 2 OTC Markets Facts 9
- 3 Sequential Search for Assets 25
- 4 Semicentralized Markets 54
- 5 Pure Decentralized Markets 92
- 6 Divisible Asset Holdings 124
- 7 Frictional Intermediation 148
- 8 Price Setting Mechanisms 183
- 9 OTC Markets under Stress 215
- 10 Asymmetric Information: Private Values 233
- 11 Asymmetric Information: Common Values 275
- 12 OTC vs. Centralized Markets 298
- 13 Conclusion 319
- A Mathematical Tools 323
- Bibliography 353
- Index 367
Chapters in this book
- Frontmatter i
- CONTENTS vii
- List of Figures xv
- List of Tables xvii
- Acknowledgments xix
- List of Abbreviations xxi
- List of Notations xxiii
- 1 Introduction 1
- 2 OTC Markets Facts 9
- 3 Sequential Search for Assets 25
- 4 Semicentralized Markets 54
- 5 Pure Decentralized Markets 92
- 6 Divisible Asset Holdings 124
- 7 Frictional Intermediation 148
- 8 Price Setting Mechanisms 183
- 9 OTC Markets under Stress 215
- 10 Asymmetric Information: Private Values 233
- 11 Asymmetric Information: Common Values 275
- 12 OTC vs. Centralized Markets 298
- 13 Conclusion 319
- A Mathematical Tools 323
- Bibliography 353
- Index 367