Dynamic asset pricing theory: third edition
Auteur :
Duffie, Darrell
Éditeur :
Princeton University Press
ISBN :
9780691090221
Date de publication :
21 oct. 2001
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
857 g
Format :
B315
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.