Dynamic asset pricing theory

Author(s)

• Duffie, Darrell

Bibliographic Information

Dynamic asset pricing theory

Darrell Duffie

Princeton University Press, c1992

Note

Bibliography: p. 255-282

Includes indexes

• NCID: BA18482958
• ISBN:
  • 0691043027
• LCCN: 91046738
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xvi, 299 p.
• Size: 25 cm
• Classification:
  • LCC : HG4637
  • DC20 : 332.6
• Subject Headings:
  • LCSH : Capital assets pricing model
  • LCSH : Portfolio management
  • LCSH : Uncertainty