Hidden Illiquidity with Multiple Central Counterparties
Year of publication: |
2015
|
---|---|
Authors: | Glasserman, Paul |
Other Persons: | Moallemi, Ciamac C. (contributor) ; Yuan, Kai (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Clearing | Financial clearing | Marktliquidität | Market liquidity |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2519647 [DOI] |
Classification: | G28 - Government Policy and Regulation ; G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Central clearing and systemic liquidity risk
King, Thomas B., (2019)
-
Roe, Mark J., (2016)
-
Clearinghouses as Liquidity Partitioning
Squire, Richard, (2014)
- More ...
-
Hidden illiquidity with multiple central counterparties
Glasserman, Paul, (2016)
-
A Model for Queue Position Valuation in a Limit Order Book
Moallemi, Ciamac C., (2017)
-
Yuan, Kai, (2017)
- More ...