Dynamic Asset Pricing Theory: Third Edition
This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. Each chapter provides extensive problem exercises and notes to the literature.
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Produktdetails
- ISBN: 978-0-691-09022-1
- EAN: 9780691090221
- Produktnummer: 9147986
- Verlag: Princeton Univ Pr
- Sprache: Englisch
- Erscheinungsjahr: 2001
- Seitenangabe: 488 S.
- Masse: H24.0 cm x B16.5 cm x D4.0 cm 833 g
- Auflage: 3. A.
- Gewicht: 833
Über den Autor
Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. He teaches and does research in the area of asset valuation, risk management, credit risk modeling, and fixed-income and equity markets. His other books include Security Markets: Stochastic Models and Futures Markets.
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