Dynamic Asset Pricing Theory (Record no. 5153)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02679am a2200277 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140401080227.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140401s2005 en |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 8122416950 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9788122416954 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | The Art of Living International Library, Bangalore |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | EN |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Edition number | 23 |
| Classification number | 005.4 |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Darrell Duffie |
| 245 1# - TITLE STATEMENT | |
| Title | Dynamic Asset Pricing Theory F2.1 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | New Age International (P) Limited |
| Date of publication, distribution, etc | 2005-01-01 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 486p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 Multi-Period Settings Under Uncertainty. The Asset Pricing Results Are Based On 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.This Special Low-Priced Edition Is For Sale In India, Bangladesh, Bhutan, Maldives, Nepal, Myanmar, Pakistan And Sri Lanka Only. |
| 546 ## - LANGUAGE NOTE | |
| Language note | Text language (ISO-639-1 code): en |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Info link |
| Uniform Resource Identifier | http://books.google.co.in/books?id=qfd1PwAACAAJ&hl=&source=gbs_api |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| 1 | [ebook (epub) not available] |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| 1 | [ebook (pdf) not available] |
| 946 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| 1 | Self Link: For Internal Processing |
| a | https://www.googleapis.com/books/v1/volumes/qfd1PwAACAAJ |
| 947 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| 1 | Info link: For Internal Processing |
| a | http://books.google.co.in/books?id=qfd1PwAACAAJ&hl=&source=gbs_api |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Coded location qualifier | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Art of Living International Center Library | Art of Living International Center Library | General Stacks | 01/04/2014 | F2.1 | 005.4 | A14042686 | 01/04/2014 | 01/04/2014 | Book |