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Dynamic Asset Pricing Theory, Third Edition. 2025 pdf epub mobi 電子書下載

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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.

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發表於2025-06-03

Dynamic Asset Pricing Theory, Third Edition. 2025 pdf epub mobi 電子書下載

Dynamic Asset Pricing Theory, Third Edition. 2025 pdf epub mobi 電子書下載

Dynamic Asset Pricing Theory, Third Edition. 2025 pdf epub mobi 電子書下載

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我一直在想像Duffie是這樣寫這本書的：他先用鉛筆寫好一段完整的證明，然後用橡皮把中間的語句擦掉，隻留下第一句話和最後一句話。臨近畢業的時候，左右無事，拿起來每天看看，讀瞭一半，書本上用筆填滿證明，後來答辯畢業工作，再也沒有興趣揀起來讀瞭，因為覺得耗費精力去讀...

評分☆☆☆☆☆

我一直在想像Duffie是這樣寫這本書的：他先用鉛筆寫好一段完整的證明，然後用橡皮把中間的語句擦掉，隻留下第一句話和最後一句話。臨近畢業的時候，左右無事，拿起來每天看看，讀瞭一半，書本上用筆填滿證明，後來答辯畢業工作，再也沒有興趣揀起來讀瞭，因為覺得耗費精力去讀...

評分☆☆☆☆☆

我一直在想像Duffie是這樣寫這本書的：他先用鉛筆寫好一段完整的證明，然後用橡皮把中間的語句擦掉，隻留下第一句話和最後一句話。臨近畢業的時候，左右無事，拿起來每天看看，讀瞭一半，書本上用筆填滿證明，後來答辯畢業工作，再也沒有興趣揀起來讀瞭，因為覺得耗費精力去讀...

評分☆☆☆☆☆

我一直在想像Duffie是這樣寫這本書的：他先用鉛筆寫好一段完整的證明，然後用橡皮把中間的語句擦掉，隻留下第一句話和最後一句話。臨近畢業的時候，左右無事，拿起來每天看看，讀瞭一半，書本上用筆填滿證明，後來答辯畢業工作，再也沒有興趣揀起來讀瞭，因為覺得耗費精力去讀...

評分☆☆☆☆☆

我一直在想像Duffie是這樣寫這本書的：他先用鉛筆寫好一段完整的證明，然後用橡皮把中間的語句擦掉，隻留下第一句話和最後一句話。臨近畢業的時候，左右無事，拿起來每天看看，讀瞭一半，書本上用筆填滿證明，後來答辯畢業工作，再也沒有興趣揀起來讀瞭，因為覺得耗費精力去讀...

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出版者:Princeton University Press

作者:Darrell Duffie

出品人:

頁數:472

譯者:

出版時間:2001-11-1

價格:USD 115.00

裝幀:Hardcover

isbn號碼:9780691090221

叢書系列:

圖書標籤: 金融 Finance 資産定價經濟學金融工程金融學-金融數學 Economics 金融學

Dynamic Asset Pricing Theory, Third Edition. 2025 pdf epub mobi 電子書下載

想要找書就要到本本書屋

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立刻按 ctrl+D收藏本頁

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Dynamic Asset Pricing Theory, Third Edition. pdf epub mobi 用戶評價

評分☆☆☆☆☆

晦澀難讀，不適閤當教材用。

評分☆☆☆☆☆

晦澀難讀，不適閤當教材用。

評分☆☆☆☆☆

經濟學框架下的asset pricing是非常殘廢的，還要假設效用函數。而金融隻需假設no arbitrage就好。

評分☆☆☆☆☆

很多證明步驟跳過太多，不建議初學者看。附錄不錯==

評分☆☆☆☆☆

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