Author: Duffie, Darrell
Title: Dynamic Asset Pricing Theory
Description: 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.

Keywords: Portfolio Management, Capital Assets, Pricing Model, Uncertainty, Arbitrage Economics, Equilibrium Economy, Optimality Economic, Security Markets, Finance Financial