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LEADER |
00757nam a2200157Ia 4500 |
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121027s9999 xx 000 0 eng d |
020 |
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|a 8122416950
|
082 |
|
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|a 338.521
|b DUF/D
|
100 |
|
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|a Duffie, Darrel
|
245 |
|
|
|a Dynamic asset pricing theory /
|
250 |
|
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|a Ed.3
|
260 |
|
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|a New Delhi:
|b New Age International,
|c 2005.
|
300 |
|
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|a 465 p.
|
505 |
|
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|a 1. Introduction to state pricing 2. The basic multiperiod model 3. The dynamic programming approach 4. The infinite-horizon setting 5. The black-scholes model 6. State prices and equivalent martingale measures 7. Term-structure models 8. Derivative pricin
|
999 |
|
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|c 55296
|d 55296
|
952 |
|
|
|0 0
|1 0
|4 0
|6 338_521000000000000_DUF_D
|7 0
|9 55274
|a UL
|b UL
|c ST1
|d 2012-10-27
|l 0
|o 338.521 DUF/D
|p 79637
|r 2012-10-27
|w 2012-10-27
|y BK
|