Dynamic Asset Pricing Theory/

By:

Duffie, Darrell

Material type: Text

TextPublication details: Princeton, N.J.: Princeton University Press, c2001.Edition: 3rd edDescription: xix, 465 p.:illISBN:

069109022X (alk. paper)
9780691090221

Subject(s):

DDC classification:

332.6 DUF

LOC classification:

HG4637 .D84 2001

Online resources:

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.1	Available	31008100093117
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.2	Available	31008100093125
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.3	Available	31008100093133
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.1	Available	31008100701628
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.2	Available	31008100701636
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.3	Available	31008100701610
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.6 DUF (Browse shelf(Opens below))	c.1	Available	31008100710124

Browsing CBN LAGOS LAISON OFFICE LIBRARY shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous								Next
Previous	332.6 DEM Introduction to private equity /	332.6 DUF Dynamic Asset Pricing Theory/	332.6 DUF Dynamic Asset Pricing Theory/	332.6 DUF Dynamic Asset Pricing Theory/	332.6 FIN Financial markets and financial fragility /	332.6 FIS Debunkery :	332.6 FRA Alternative assets :	Next

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

Loans

There are no comments on this title.

to post a comment.