Dynamic Asset Pricing Theory Third Edition |
|
| Author:
| Duffie, Darrell |
| Series title: | Princeton Series in Finance Ser. |
| ISBN: | 978-0-691-09022-1 |
| Publication Date: | Jan 2002 |
| Publisher: | Princeton University Press
|
| Book Format: | Hardback |
| List Price: | AUD $93.00 |
Book Description:
|
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.
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.