Results for Duff
|1.||intertemporal asset pricing theory - Darrell DuffieThis is a survey of the basic theoretical foundations of intertemporal asset pricing
theory The broader theory is first reviewed in a simple discrete-time setting,
emphasizing the key role of state prices The existence of state Tags:duffie asset pricing
|2.||topics in dynamic asset pricing - Chicago Booth(773) 702-6348 [email protected] TOPICS IN DYNAMIC ASSET PRICING.
Course Description. This course has two main objectives: First, to introduce
students to the frontier of research in asset pricing. We will cover recent models
that haTags:duffie asset pricing
|3.||Dynamic Asset Pricing Theory - Darrell DuffieDynamic Asset Pricing Theory. Darrell Duffie. Corrections to the Third Edition.
January 2002. Page. 62: The lefthandside of (28) should be ψt+1(i). 79, 397, '
Johnson' should read 'Johnsen.' 196: In part (G), ψ : R → R should read ψ : R → Tags:duffie asset pricing
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