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Dynamic asset pricing theory /

正題名/作者 : Dynamic asset pricing theory // Darrell Duffie.

作者 : Duffie, Darrell.

出版者 : Princeton, N.J. :Princeton University Press,2001.

面頁冊數 : xix, 465 p. ;24 cm.

標題 : Capital assets pricing model. -

ISBN : 069109022X (hbk.)

LEADER 00557nam 2200193 a 450

001 120920

003 DLC

005 20020226152648.0

008 010208s2001 nju b 001 0 eng

010 $a2001021235

020 $a069109022X (hbk.)

035 $a00092165

050 00$aHG4637$b.D84 2001

082 00$a332.6$221

090 $a332.6/D873/2001/////UM008027

100 1 $aDuffie, Darrell.$3175085

245 10$aDynamic asset pricing theory /$cDarrell Duffie.

250 $a3rd ed.

260 $aPrinceton, N.J. :$bPrinceton University Press,$c2001.

300 $axix, 465 p. ;$c24 cm.

504 $aIncludes bibliographical references (p. 373-443)and index.

650 0$aCapital assets pricing model.$3170694

650 0$aPortfolio management.$3140393

650 0$aUncertainty.$3139608

Duffie, Darrell.

Dynamic asset pricing theory /Darrell Duffie. - 3rd ed. - Princeton, N.J. :Princeton University Press,2001. - xix, 465 p. ;24 cm.

Includes bibliographical references (p. 373-443)and index.

ISBN: 069109022X (hbk.)

LCCN: 2001021235Subjects--Topical Terms:

170694
Capital assets pricing model.


LC Class. No.: HG4637 / .D84 2001

Dewey Class. No.: 332.6
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