Security markets: stochastic models

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Series: Economic Theory, Econometrics, and Mathematical Economics

ISBN: 012223345X, 9780122233456

Size: 3 MB (3653912 bytes)

Pages: 378/378

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Darrell Duffie012223345X, 9780122233456

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.

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