Media type: E-Book; Thesis Title: Equilibrium models for derivatives markets with frictions Contributor: Zhang, Yuan [Author] Published: Lausanne: Ecole Polytechnique Fédérale de Lausanne, 2018 Extent: 1 Online-Ressource (xiii, 140 Seiten); illustrations; 28 cm Language: English DOI: 10.5075/epfl-thesis-8703 Identifier: Keywords: Graue Literatur ; Hochschulschrift Origination: University thesis: Dissertation, École Polytechnique Fédérale de Lausanne, 2018 Footnote: Enthält 3 Beiträge Zusammenfassung in französischer Sprache Description: Mots-clés de l'auteur: Market Structure ; Market Power ; Risk Imbalance ; Hedging Pressure ; Option Liquidity ; Risk Premia ; Information Leakage This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns. Access State: Open Access