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Author Duffie, Darrell.
Title Dynamic asset pricing theory / Darrell Duffie.
Publisher Princeton, N.J. ; Oxford : Princeton University Press , 2001.
Description xix, 465p. ; 24cm.

Location Shelfmark Status
 Lecky Lower  ARTS 332.6 P17    IN
More Information
Edition 3rd ed.
Note Previous ed.: 1996.
Bibliography Includes bibliographical references and index.
Subject Capital assets pricing model.
Portfolio management.
Uncertainty.
ISBN 069109022X