000			02679am a2200277 4500
003			OSt
005			20140401080227.0
008			140401s2005 en
020			_a8122416950
020			_a9788122416954
040			_cThe Art of Living International Library, Bangalore
041			_aEN
082			_223 _a005.4
100	0		_aDarrell Duffie
245	1		_aDynamic Asset Pricing Theory F2.1
260			_bNew Age International (P) Limited _c2005-01-01
300			_a486p.
520			_aThis 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			_aText language (ISO-639-1 code): en
856	4	2	_3Info link _uhttp://books.google.co.in/books?id=qfd1PwAACAAJ&hl=&source=gbs_api
942			_2ddc _cBOOK
945			_1[ebook (epub) not available]
945			_1[ebook (pdf) not available]
946			_1Self Link: For Internal Processing _ahttps://www.googleapis.com/books/v1/volumes/qfd1PwAACAAJ
947			_1Info link: For Internal Processing _ahttp://books.google.co.in/books?id=qfd1PwAACAAJ&hl=&source=gbs_api
999			_c5153 _d5153