Dynamic asset pricing theory

Zusatztext "This is an important addition to the set of text/reference books on asset pricing theory. It will! if it has not already! become the standard text for the second Ph.D. course in security markets. Its treatment of contingent claim valuation! in particular! is unrivaled in its breadth and coherence." Informationen zum 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 . Klappentext 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. Each chapter provides extensive problem exercises and notes to the literature. Zusammenfassung 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. Inhaltsverzeichnis 7829077

Product details

• Authors: Darrell Duffie, J Darrell Duffie, Duffie Darrell
• Publisher: External catalogues UK
• Languages: English
• Product format: Hardback
• Released: 24.10.2002
• EAN: 9780691090221
• ISBN: 978-0-691-09022-1
• Dimensions: 160 mm x 240 mm x 35 mm
• Series: Princeton Series in Finance; Princeton Series in Finance; Princeton Finance
• Subjects: Social sciences, law, business > Business > Economics; Business & Economics / Investments & Securities / General, Investment & securities, Investment and securities