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Dynamic Asset Pricing Theory

Third Edition

by Darrell Duffie
language: english
Publisher: Princeton University Press, October of 2001 ‧
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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.

Dynamic Asset Pricing Theory

Third Edition

by Darrell Duffie

Property Description
ISBN: 9780691090221
Publisher: Princeton University Press
Release Date: October of 2001
Language: English
Cover: Hardcover
Pages: 488
Format: Book
Collection: Princeton Series In Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9780691090221

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