Darrell Duffie

Gebundenes Buch

Dynamic Asset Pricing Theory

Third Edition

Beschreibung

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.

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.

Produktdetails

• Princeton Series in Finance
• Verlag: Princeton University Press
• Third Edition
• Seitenzahl: 488
• Erscheinungstermin: 21. Oktober 2001
• Englisch
• Abmessung: 240mm x 165mm x 40mm
• Gewicht: 922g
• ISBN-13: 9780691090221
• ISBN-10: 069109022X
• Artikelnr.: 21136571