Dynamic Asset Pricing Theory: Third Edition (Bog, Hardback, Engelsk) af Darrell Duffie

Dynamic Asset Pricing Theory: Third Edition

(Bog, Hardback, Engelsk)
Forfatter: Darrell Duffie

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Beskrivelse

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.

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Alle detaljer

Forlag Princeton University Press
Forfatter Darrell Duffie
Type Bog
Format Hardback
Sprog Engelsk
Udgave Third Edition
Udgivelsesdato 21-10-2001
Første udgivelsesår 2001
Serie Princeton Series in Finance
Illustrationer 2 tables, 12 line illus.
Originalsprog United States
Sideantal 488
Indbinding Hardback
Forlag Princeton University Press
Sideoplysninger 488 pages, 2 tables, 12 line illus.
Mål 243 x 165 x 37
ISBN-13 / EAN-13 9780691090221