Dynamic Asset Pricing Theory Third Edition

TRAMA

This 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. Each chapter provides extensive problem exercises and notes to the literature.

NOTE LIBRAIO

An excellent, comprehensive treatment of both discrete-time and continous-time asset pricing theory. The extensive and well-chosen exercises at the end of each chapter make this especially attractive as a text for an advanced-level course.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9780691090221
• Collana: Princeton Series in Finance
• Dimensioni: 239 x 34.72 x 214 mm Ø 914 gr
• Formato: Copertina rigida
• Pagine Arabe: 488