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Dynamic Asset Pricing Theory: Third Edition - Princeton Series in Finance Third edition
Darrell Duffie
Dynamic Asset Pricing Theory: Third Edition - Princeton Series in Finance Third edition
Darrell Duffie
Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.
488 pages, 2 tables, 12 line illus.
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 21 de outubro de 2001 |
ISBN13 | 9780691090221 |
Editoras | Princeton University Press |
Páginas | 488 |
Dimensões | 165 × 243 × 37 mm · 928 g |
Idioma | English |
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