Security markets: stochastic models

Security markets: stochastic models Darrell Duffie

This is a graduate-level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.

Categories: Business & Economics
Year: 1988
Publisher: Academic Press
Language: English
Pages: 378
ISBN 10: 012223345X
ISBN 13: 9780122233456
Series:
Economic Theory, Econometrics, and Mathematical Economics