Dynamic Asset Pricing Theory/
Material type:
TextPublication details: Princeton, N.J.: Princeton University Press, c2001.Edition: 3rd edDescription: xix, 465 p.:illISBN: - 069109022X (alk. paper)
- 9780691090221
- 332.6 DUF
- HG4637 .D84 2001
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
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CBN HQ Library General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.1 | Available | 31008100093117 | ||
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CBN HQ Library General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.2 | Available | 31008100093125 | ||
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CBN HQ Library General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.3 | Available | 31008100093133 | ||
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CBN LAGOS LAISON OFFICE LIBRARY General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.1 | Available | 31008100701628 | ||
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CBN LAGOS LAISON OFFICE LIBRARY General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.2 | Available | 31008100701636 | ||
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Monograph & others
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CBN LAGOS LAISON OFFICE LIBRARY General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.3 | Available | 31008100701610 | ||
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CBN LAGOS LEARNING CENTRE LIBRARY General Stacks | Non-fiction | 332.6 DUF (Browse shelf(Opens below)) | c.1 | Available | 31008100710124 |
Includes index.
Includes bibliographical references: p. 373-443
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.
rpm 19/09/2016
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