Items related to Dynamic Asset Pricing Theory: First Edition
Synopsis
The description for this book, Dynamic Asset Pricing Theory, will be forthcoming.
"synopsis" may belong to another edition of this title.
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)
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Dynamic Asset Pricing Theory: First Edition
Seller Image
Dynamic Asset Pricing Theory: First Edition
Published by
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # wbs5298957625
Quantity: 1 available
Stock Image
Dynamic Asset Pricing Theory: First Edition
Published by
Princeton University Press, United States, New Jersey, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Paperback
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. This is a textbook for postgraduate students and researchers on the theory of asset pricing and portfolio selection in multi-period settings under uncertainty. The asset pricing results are based on 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 that the similarities between discrete and continuous-time models are based on Brownian motion. Examples include the Black-Scholes option pricing model, Lucas' single-agent Markov asset pricing model, Merton's problem of optimal portfolio and consumption choice in a continuous-time setting, the Harrison-Kreps theory of equivalent martingale measures, Breeden's consumption-based capital asset pricing model, and the term structure model of Cox, Ingersoll and Ross. Numerical solution techniques include "binomial" methods, Monte Carlo simulation and finite-difference methods for solving partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR004780902
Quantity: 1 available
Stock Image
Dynamic Asset Pricing Theory: First Edition
Published by
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. Seller Inventory # mon0003625607
Quantity: 1 available
Stock Image
Dynamic Asset Pricing Theory: First Edition
Published by
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
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. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780691043029. Seller Inventory # 9866374
Quantity: 1 available
Stock Image
Dynamic Asset Pricing Theory
Published by
Princeton University Press, Princeton, NJ, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
First Edition
Seller: Black Cat Hill Books, Oregon City, OR, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Near Fine. Dust Jacket Condition: Near Fine. First Edition; First Printing. First Edition (1992) First Printing indicated by a complete numerical sequence. Near Fine in a Very Near Fine DJ: The book shows only mild shelf-rubbing to the lower exremities with very light crimp to the heel of the backstrip; else flawless; the binding is square and secure; the text is clean. Free of creased or dog-eared pages in the text. Free of underlining hi-lighting notations or marginalia. Free of any ownership names dates addresses notations inscriptions stamps plates or labels. A handsome nearly-new copy structurally sound and tightly bound showing mild wear only. Bright and Clean. Corners sharp. Very close to 'As New'. The DJ shows only the mildest rubbing to the panels; else flawless; unclipped; mylar-protected. Attractive and intact. Very close to 'As New'. NOT a Remainder Book-Club or Ex-Library. 8vo (9.5 x 6.5 x 1 inches) . Language: English. Weight: 24 ounces. Hardcover with DJ; Large 8vo 9" - 10" tall; xvi, 299 pages. Seller Inventory # 58597
Quantity: 1 available
Seller Image
Dynamic Asset Pricing Theory
Published by
Princeton University Press 01.04.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Auflage: 1st Edition. 316 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 969 23,1 x 16,3 x 3,3 cm, Gebundene Ausgabe. Seller Inventory # 382664
Quantity: 1 available
Seller Image
Dynamic Asset Pricing Theory
Published by
Princeton University Press 01.04.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Auflage: 1st Edition. 316 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,1 x 16,3 x 3,3 cm, Gebundene Ausgabe. Seller Inventory # 380182
Quantity: 1 available
Stock Image
Dynamic Asset Pricing Theory
Published by
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
New
Hardcover
Seller: The Book Spot, Sioux Falls, MN, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: New. Seller Inventory # Abebooks124763
Quantity: 1 available
Seller Image
Dynamic Asset Pricing Theory: First Edition
Published by
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
First Edition
Seller: The Good News Resource, OLYMPIA FIELDS, IL, U.S.A.
Seller rating 4 out of 5 stars
Hardcover. Condition: As New. 1st Edition. First Printing. Seller Inventory # 1009920703
Quantity: 1 available
Seller Image
Dynamic Asset Pricing Theory: First Edition
Published by
Princeton University Press 08.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Used
Hardcover
Seller: Gabis Bücherlager, Karlsruhe, Germany
Seller rating 4 out of 5 stars
hardcover. Condition: Gut. Auflage: 1st Edition. 316 Seiten Schutzumschlag vorhanden, kleine Macken, Seiten sehr sauber, erste Seite leicht fleckig von nachgedunkelt, LL-3-2-6 Wir akzeptieren nur Vorkasse. Sprache: Englisch Gewicht in Gramm: 655. Seller Inventory # 97918
Quantity: 1 available