Dynamic asset pricing theory / Darrell Duffie

Auteur principal : Duffie, Darrell, 1954-, AuteurType de document : MonographieLangue : anglais.Pays: Etats Unis.Éditeur : Princeton University Press, 1996, PrincetonDescription : 1 vol (xvii-395 p.) : fig., couv. ill. ; 23 cmISBN: 0691021252.Bibliographie : Bibliogr. p. 311-369. Index.Sujet MSC : 91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
91B24, Mathematical economics, Microeconomic theory (price theory and economic markets)
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Monographie Monographie CMI
Salle 2 		91 DUF (Browse shelf(Opens below)) Available 11675-01

Bibliogr. p. 311-369. Index

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