Dynamic asset pricing theory
Year of publication: |
2001 ; 3. ed.
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Authors: | Duffie, Darrell |
Publisher: |
Princeton [u.a.] : Princeton Univ. Press |
Subject: | Portfoliomanagement | Stochastisches Modell | Kapitalanlage | Preistheorie |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Duffie, Darrell, (1996)
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Duffie, Darrell, (2001)
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Finanzmathematik : die Bewertung von Derivaten
Irle, Albrecht, (2012)
- More ...
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A sampling-window approach to transactions-based libor fixing
Duffie, Darrell, (2013)
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Central clearing and collateral demand
Duffie, Darrell, (2014)
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ANDERSEN, LEIF, (2018)
- More ...