Auction Theory: A Summary with Applications to Treasury Markets

32 Pages Posted: 16 Jul 2000 Last revised: 4 Oct 2010

See all articles by Sanjiv Ranjan Das

Sanjiv Ranjan Das

Santa Clara University - Leavey School of Business

Rangarajan K. Sundaram

New York University (NYU) - Department of Finance

Date Written: January 1997

Abstract

This review paper describes basic auction concepts, and provides a summary of the theory in this area, particularly as it relates to Treasury auctions.

Suggested Citation

Das, Sanjiv Ranjan and Sundaram, Rangarajan K., Auction Theory: A Summary with Applications to Treasury Markets (January 1997). NBER Working Paper No. w5873. Available at SSRN: https://ssrn.com/abstract=225657

Sanjiv Ranjan Das (Contact Author)

Santa Clara University - Leavey School of Business ( email )

Department of Finance
316M Lucas Hall
Santa Clara, CA 95053
United States

HOME PAGE: http://algo.scu.edu/~sanjivdas/

Rangarajan K. Sundaram

New York University (NYU) - Department of Finance ( email )

Stern School of Business
44 West 4th Street
New York, NY 10012-1126
United States
212-998-0308 (Phone)
212-995-4233 (Fax)

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