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Dynamic Asset Pricing Theory
Third Edition
Buch von Darrell Duffie
Sprache: Englisch

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Beschreibung
This is a thoroughly updated edition of "Dynamic Asset Pricing Theory, " the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. Each chapter provides extensive problem exercises and notes to the literature.
This is a thoroughly updated edition of "Dynamic Asset Pricing Theory, " the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. Each chapter provides extensive problem exercises and notes to the literature.
Über den Autor
Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. He teaches and does research in the area of asset valuation, risk management, credit risk modeling, and fixed-income and equity markets. His other books include Security Markets: Stochastic Models and Futures Markets.
Details
Erscheinungsjahr: 2001
Fachbereich: Volkswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9780691090221
ISBN-10: 069109022X
Sprache: Englisch
Einband: Gebunden
Autor: Duffie, Darrell
Auflage: 3rd Revised edition
Hersteller: Princeton University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 240 x 165 x 40 mm
Von/Mit: Darrell Duffie
Erscheinungsdatum: 21.10.2001
Gewicht: 0,833 kg
Artikel-ID: 121026010
Über den Autor
Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. He teaches and does research in the area of asset valuation, risk management, credit risk modeling, and fixed-income and equity markets. His other books include Security Markets: Stochastic Models and Futures Markets.
Details
Erscheinungsjahr: 2001
Fachbereich: Volkswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9780691090221
ISBN-10: 069109022X
Sprache: Englisch
Einband: Gebunden
Autor: Duffie, Darrell
Auflage: 3rd Revised edition
Hersteller: Princeton University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 240 x 165 x 40 mm
Von/Mit: Darrell Duffie
Erscheinungsdatum: 21.10.2001
Gewicht: 0,833 kg
Artikel-ID: 121026010
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