Dynamic Asset Pricing Theory

GPTKB entity

Statements (18)
Predicate Object
gptkbp:instanceOf gptkb:book
gptkbp:author gptkb:Darrell_Duffie
gptkbp:book 2001
gptkbp:edition Second edition
First edition
https://www.w3.org/2000/01/rdf-schema#label Dynamic Asset Pricing Theory
gptkbp:ISBN 9780691090221
gptkbp:language English
gptkbp:notableFor Advanced treatment of asset pricing models
gptkbp:publicationYear 1992
gptkbp:publisher gptkb:Princeton_University_Press
gptkbp:subject Asset pricing
Financial economics
Mathematical finance
Stochastic calculus
gptkbp:usedIn Graduate finance courses
gptkbp:bfsParent gptkb:Darrell_Duffie
gptkbp:bfsLayer 6