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Dynamic asset pricing theory /
by
Duffie, Darrell
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Published by :
Princeton University Press,
(Princeton : )
Physical details:
XVI, 299 p . ; 24 cm.
Subject(s):
Capital assets pricing model
|
Portfolio management
|
Uncertainty
Year :
1992
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Istituto di Ingegneria Biomedica
HG4637.D84 (
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Gombani
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HG4523.M257
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The (mis)behaviour of markets : a fractal view of risk, ruin, and reward /
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Mathematical methods in investment and finance /
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HG6024.5.R43
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options /
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