Duffie, Darrell - Dynamic Asset Pricing Theory

Princeton, Princeton University Press, (1996). orig.cloth. 24x15cm, xvii, 395 pp. Textual graphs & tables.. Minor rubbing. Slight binding-edge dent. VG. ¶ Contents: An Introduction to State Pricing; The Basic Multiperiod Model; The Dynamic Programming Approach; The Infinite-Horizon Setting; Continuous-Time Models: The Black-Scholes Model; State Prices & Equivalent Martingale Measures; Term-Structure Models; Derivative Assets; Optimal Portfolio & Consumption Choice; Equilibrium; Numerical Methods; Appendices.

See/Hide Conditions of Sale

Following conditions of sale apply:
Terms of Sale

Prices are listed in US Dollars. Insurance optional & extra. Uninsured parcels shipped at customer's risk.
Returns allowed within 14 days only if our description is faulty.