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Dynamic Asset Pricing Theory, Third Edition.
Dynamic Asset Pricing Theory Third Edition
Author: Darrell Duffie
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-...  more »
ISBN-13: 9780691090221
ISBN-10: 069109022X
Publication Date: 11/1/2001
Pages: 472
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Publisher: Princeton University Press
Book Type: Hardcover
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