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Dynamic Asset Pricing Theory: Third Edition - Princeton Series in Finance Darrell Duffie Third edition
Dynamic Asset Pricing Theory: Third Edition - Princeton Series in Finance
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.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 21, 2001 |
| ISBN13 | 9780691090221 |
| Publishers | Princeton University Press |
| Pages | 488 |
| Dimensions | 165 × 243 × 37 mm · 926 g |
| Language | English |
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