Dynamic Asset Pricing Theory

Darrell Duffie

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. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. These results are unified with two key concepts, state prices and martingales. Technicalities are given relatively little emphasis, so as to draw connections between these concepts and to make plain the similarities between discrete and continuous-time models.
  
カテゴリー:
本・雑誌・漫画##本##洋書
商品の状態:
目立った傷や汚れなし
配送料の負担:
送料込み(出品者負担)
配送の方法:
らくらくメルカリ便
発送元の地域:
福井県
発送までの日数:
3~7日で発送

Update Time:2025-05-12 21:46:33


Dynamic Asset Pricing Theory
f49350091889

7560.00 円