Billede af bogens forside - Dynamic Asset Pricing Theory

Dynamic Asset Pricing Theory

Third Edition

af Darrell Duffie

Bog, Hardback, Engelsk, 2001

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.

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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780691090221
  • Udgivet21/10/2001
  • Udgivet afPrinceton University Press
  • Længde488 sider
  • ForfatterDarrell Duffie
  • GenreBusiness og læring, Økonomi og finans