【超特価sale開催】 Asset Dynamic Pricing Press University Princeton | Theory 洋書の詳細情報
Dynamic Asset Pricing Theory | Princeton University Press。Amazon.com: Dynamic Asset Pricing Theory. Second edition。Amazon.com: Dynamic Asset Pricing Theory, Third Edition。数量限定 令和6年度産 鹿児島県産 コシヒカリ 10キロ。Capital asset pricing model - Wikipedia。Darrell DuffieThis 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. The asset pricing results are based on the 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 the similarities between discrete and continuous-time models.