Loading...

Dynamic asset pricing theory /

Bibliographic Details
Main Author: Duffie, Darrel
Format: Printed Book
Language:English
Published: New Delhi: New Age International, 2005.
Edition:Ed.3
LEADER 00757nam a2200157Ia 4500
008 121027s9999 xx 000 0 eng d
020 |a 8122416950 
082 |a 338.521  |b DUF/D 
100 |a Duffie, Darrel 
245 |a Dynamic asset pricing theory / 
250 |a Ed.3 
260 |a New Delhi:  |b New Age International,  |c 2005. 
300 |a 465 p. 
505 |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 |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