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Dynamic Asset Pricing Theory by Darrell Duffie | Goodreads。Amazon.com: Dynamic Asset Pricing Theory, Third Edition。Empirical Asset Pricing: The Cross Section of Stock Returns。y*u様 【新米】富山県産コシヒカリ玄米 10kg一等米 令和6年度 保冷庫温度。The Capital Asset Pricing Model in the 21st Century。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.