Dynamic Asset Pricing Theory: First Edition - Hardcover

Duffie, Darrell

 
9780691043029: Dynamic Asset Pricing Theory: First Edition

Synopsis

The description for this book, Dynamic Asset Pricing Theory, will be forthcoming.

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About the Author

Darrell Duffie is Professor of Finance at the Graduate School of Business, Stanford University. He is the author of Security Markets and Futures Markets.

Review

This is an important addition to the set of text/reference books on asset pricing theory. It will, if it has not already, become the standard text for the second Ph.D. course in security markets. Its treatment of contigent claim valuation, in particular, is unrivaled in its breadth and coherence. (Journal of Economic Literature)

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