数々の賞を受賞 Dynamic Darrell Duffie, Edition: First Theory: Pricing Asset 洋書の詳細情報
Dynamic Asset Pricing Theory: First Edition: Duffie, Darrell。Amazon.com: Dynamic Asset Pricing Theory, Third Edition。The Capital Asset Pricing Model。新潟県産「コシヒカリ」 令和6年産 玄米20kg ①。。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.