Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Language: English
Published by Emerald Publishing Limited, 1988
- Hardcover
- New
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- Title
- Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
- Author
- Duffie, Darrell
- Publisher
- Emerald Publishing Limited
- Publication year
- 1988
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 012223345X
- ISBN 13
- 9780122233456
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.
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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).
"About the title" may belong to another edition of this title.
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