Dynamic Asset Pricing Theory: Third Edition

Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

• | By (Author): Darrell Duffie
• | Series: Princeton Series in Finance
• | Publisher: Princeton University Press
• | Publication Date: Oct 21, 2001
• | Country of Publication: United States
• | Number of Pages: 488 pages
• | Language: Not available
• | Binding: Hardback
• | ISBN-10: 0007233485
• | ISBN-13: 9780691090221