Items related to Security Markets: Stochastic Models (Economic Theory,...
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics) - Hardcover
Synopsis
This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.
"synopsis" may belong to another edition of this title.
About the Author
Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. His books include "How Big Banks Fail and What to Do about It" and "Dynamic Asset Pricing Theory" (both Princeton).
Review
"Contains extensive and very valuable references to both the mathematical and the financial economics literature. It will be (in fact, it already is) the main reference in the area of dynamic, competitive securities markets models with systematic information."
--MATHEMATICAL REVIEWS
"This is a high-level introduction to the theory of security markets, dealing principally with the allocational role and valuation of financial securities in a competitive setting. The intent is to provide a unified general equilibrium framework for such recent advances in finance as:
the Sharpe-Litner Capital Asset Pricing Model and its discrete and continuous time analogues due to Lucas, Merton, and Breden the Black-Scholes Option Pricing Formula and its extensions into Martingale theory by Harrison and Kreps the continuous-time portfolio control models of Merton the term structure theory of Cox, Ingersoll, and Ross.
"About this title" may belong to another edition of this title.
Search results for Security Markets: Stochastic Models (Economic Theory,...
Stock Image
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited (edition Illustrated), 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Illustrated. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Seller Inventory # 012223345X-11-1
Quantity: 2 available
Stock Image
Security Markets: Stochastic Models
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI4N00
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI3N01
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI4N00
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI4N01
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: Midtown Scholar Bookstore, Harrisburg, PA, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. Good hardcover with some shelfwear; may have previous owner's name inside. Standard-sized. Seller Inventory # mon0000293680
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: MyLibraryMarket, Waynesville, OH, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. ***Please Read*** marks on text - My shelf location 58-E-42*. Seller Inventory # 250308030
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:012223345X. Seller Inventory # 9727587
Quantity: 1 available
Stock Image
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Seller: Ammareal, Morangis, France
Seller rating 5 out of 5 stars
Hardcover. Condition: Très bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Edition 1988. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Slight signs of wear on the cover. Edition 1988. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # E-852-017
Quantity: 1 available
Stock Image
Security markets : stochastic models. (Economic theory, econometrics, and mathematical economics). Ex-Library.
Published by
Academic Press, Boston,&c., 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Japan
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Dust Jacket Condition: No dust jacket. xx, 358 p. Seller Inventory # GU2432
Quantity: 1 available