Dynamic Asset Pricing Theory 英文稿

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

[UseMoney=4][/UseMoney]

Dynamic Asset Pricing Theory (Provisional Manuscript)

by Darell Duffie of Graduate School of Business, Stanford University.

Prilimilary Incomplete Draft, Oct,1999.

Contents

1 Introduction to State Pricing

2 The Basic Multiperiod Model

3 The Dynamic Programming Approach

4 The Infinite-Horizon Setting

5 The Black-Scholes Model

6 State Prices and Equivalent Martingale Measures

7 Term-Structure Models

8 Derivative Pricing

9 Portfolio and Comsumption Choice

Totally 324 Pages.

109471.pdf (1.62 MB, 需要: 4 个论坛币)

2007-4-19 22:17:00 上传

Dynamic Asset Pricing Theory 英文稿
需要: 4 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：Pricing Dynamic Pricin Theory Dynam Theory 英文 Pricing Asset Dynamic