Dynamic Asset Pricing Theory (notice n° 58086)
[ vue normale ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02343cam a2200277zu 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FRCYB10224257 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250107203555.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250107s2001 fr | o|||||0|0|||eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780691090221 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | FRCYB10224257 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | FR-PaCSA |
| Language of cataloging | en |
| Transcribing agency | |
| Description conventions | rda |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Duffie, Darrell |
| 245 01 - TITLE STATEMENT | |
| Title | Dynamic Asset Pricing Theory |
| Statement of responsibility, etc. | ['Duffie, Darrell'] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Name of producer, publisher, distributor, manufacturer | Princeton University Press |
| Date of production, publication, distribution, manufacture, or copyright notice | 2001 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | p. |
| 336 ## - CONTENT TYPE | |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type code | c |
| Source | rdamdedia |
| 338 ## - CARRIER TYPE | |
| Carrier type code | c |
| Source | rdacarrier |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This 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. Readers will be particularly intrigued by this latest edition's most significant new feature: a chapter on corporate securities that offers alternative approaches to the valuation of corporate debt. Also, while much of the continuous-time portion of the theory is based on Brownian motion, this third edition introduces jumps--for example, those associated with Poisson arrivals--in order to accommodate surprise events such as bond defaults. Applications include term-structure models, derivative valuation, and hedging methods. Numerical methods covered include Monte Carlo simulation and finite-difference solutions for partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. A system of appendixes reviews the necessary mathematical concepts. And references have been updated throughout. With this new edition, Dynamic Asset Pricing Theory remains at the head of the field. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Duffie, Darrell |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Access method | Cyberlibris |
| Uniform Resource Identifier | <a href="https://international.scholarvox.com/netsen/book/10224257">https://international.scholarvox.com/netsen/book/10224257</a> |
| Electronic format type | text/html |
| Host name | |
Pas d'exemplaire disponible.
Réseaux sociaux