Dynamic Asset Pricing Theory
Darrell Duffie
Princeton University Press, 2001
96,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780691090221
- ISBN-10
- 069109022X
- Publisher
- Princeton University Press
- Year
- 2001
- Publication date
- 2001-10-21
- Pages
- 488
- Dimensions
- 243x165x37
- Weight
- 926