Dynamic Asset Pricing Theory
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. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. These results are unified with two key concepts, state prices and martingales. Technicalities are given relatively little emphasis, so as to draw connections between these concepts and to make plain the similarities between discrete and continuous-time models. Readers will b…
Mehr
CHF 99.95
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
Produktdetails
- ISBN: 978-1-4008-2920-0
- EAN: 9781400829200
- Produktnummer: 17512187
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 488 S.
- Plattform: PDF
- Masse: 2'285 KB
Über den Autor
Darrell Duffie
17 weitere Werke von Darrell Duffie:
Bewertungen
Anmelden