Dynamic asset pricing theory

Author(s)

• Duffie, Darrell

Bibliographic Information

Dynamic asset pricing theory

Darrell Duffie

Princeton University Press, c1996

2nd ed

• : cloth

Note

Previous ed.: 1992

Includes bibliography (p. 311-369) and indexes

Details

• NCID: BA27471158
• ISBN:
  • 0691021252
• LCCN: 95032122
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xvii, 395 p.
• Size: 25 cm
• Classification:
  • NDC9 : 338.1
  • NDC9 : 338.01
  • LCC : HG4637
  • DC20 : 332.6
  • DC21 : 332.6
• Subject Headings:
  • LCSH : Uncertainty
  • NDLSH : 投資
  • NDLSH : 価格
  • NDLSH : ポートフォリオセレクション
  • LCSH : Capital assets pricing model
  • LCSH : Portfolio management
  • LCSH : Uncertainty.GB9676867