Dynamic asset pricing theory

Author(s)

• Duffie, Darrell

Bibliographic Information

Dynamic asset pricing theory

Darrell Duffie

Princeton University Press, c2001

3rd ed

• : cloth

Note

Includes bibliography (p. 373-443) and index

Details

• NCID: BA54225915
• ISBN:
  • 9780691090221
• LCCN: 01021235
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xix, 465 p.
• Size: 24 cm
• Classification:
  • LCC : HG4637
  • DC20 : 332.6
• Subject Headings:
  • LCSH : Capital assets pricing model
  • LCSH : Portfolio management
  • LCSH : Uncertainty