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Search - Dynamic Asset Pricing Theory. Second edition

Dynamic Asset Pricing Theory. Second edition
Dynamic Asset Pricing Theory Second edition
Author: Darrell Duffie
Dynamic Asset Pricing Theory is a textbook 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...  more »
ISBN-13: 9780691021256
ISBN-10: 0691021252
Publication Date: 1/22/1996
Pages: 328
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Publisher: Princeton University Press
Book Type: Hardcover
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