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Filtering by: Keyword Asynchronized Trading Keyword Central Clearing Keyword Counterparty Risk

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Description:: In this thesis, I investigate how the disagreements among market participants can affect markets in various settings. In the first chapter, I study how market participants with heterogeneous beliefs and non-commitment can create and manage counterparty risk in a sequentially and bilaterally traded market. I find that the equilibrium price...
Keyword:: Counterparty Risk, Bubble, Asynchronized Trading, Central Clearing, Derivatives, and Heterogeneous Beliefs
Subject:: Finance
Creator:: Hao Sun
Owner:: Scholarly Digital Publishing
Date Uploaded:: 10/14/2019
Date Modified:: 10/14/2019
Resource Type:: Dissertation

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