HOT ! 【利益還元祭】開催中！今年最後の大セール Dynamic Darrell Duffie, Edition: First Theory: Pricing Asset 洋書

Dynamic Asset Pricing Theory: First Edition: Duffie, Darrell。Amazon.com: Dynamic Asset Pricing Theory, Third Edition。The Capital Asset Pricing Model。宮崎産ミルキークイーン4キロ玄米。。Darrell DuffieThis 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.