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• Sales Rank: #11935862 in Books
• Binding: Paperback

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• Sales Rank: #191129 in eBooks
• Published on: 2014-09-16
• Released on: 2014-09-16
• Format: Kindle eBook

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By Amazon Customer
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This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. These results are unified with two key concepts, state prices and martingales. Technicalities are given relatively little emphasis, so as to draw connections between these concepts and to make plain the similarities between discrete and continuous-time models.

Readers will be particularly intrigued by this latest edition's most significant new feature: a chapter on corporate securities that offers alternative approaches to the valuation of corporate debt. Also, while much of the continuous-time portion of the theory is based on Brownian motion, this third edition introduces jumps--for example, those associated with Poisson arrivals--in order to accommodate surprise events such as bond defaults. Applications include term-structure models, derivative valuation, and hedging methods. Numerical methods covered include Monte Carlo simulation and finite-difference solutions for partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. A system of appendixes reviews the necessary mathematical concepts. And references have been updated throughout. With this new edition, Dynamic Asset Pricing Theory remains at the head of the field.

• Sales Rank: #366928 in Books
• Color: Navy
• Brand: Brand: Princeton University Press
• Published on: 2001-11-01
• Original language: English
• Number of items: 1
• Dimensions: 9.35" h x 1.42" w x 6.30" l, 1.83 pounds
• Binding: Hardcover
• 472 pages

Features

• Used Book in Good Condition

Review
"This is an important addition to the set of text/reference books on asset pricing theory. It will, if it has not already, become the standard text for the second Ph.D. course in security markets. Its treatment of contingent claim valuation, in particular, is unrivaled in its breadth and coherence."--Journal of Economic Literature

About the Author
J. Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business. Stanford University. He teaches and does research in the area of asset valuation, risk management, credit risk modeling, and fixed-income and equity markets. His other books include Security Markets, Stochastic Models, and Futures Markets.

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29 of 34 people found the following review helpful.
Finance for economists
By Jean Salvati
This book provides the most elegant and coherent synthesis of finance theory, in a complete markets and frictionless settings.

For the reader interested in the theoretical foundations of modern financial models, this book has three main advantages over many of its competitors:

- It clearly shows the link between modern finance theory and the 40-year old Arrow-Debreu model. As this book will make clear, financial assets can be viewed as "bundles" of Arrow-Debreu contingent goods, and pricing kernels are simply extensions of Arrow-Debreu contingent state prices.

- It bridges the gap between arbitrage models on one hand, and models based on consumption, optimization/dynamic programming and general equilibrium on the other hand. Absence of arbitrage guarantees the existence of a stochastic discount factor, or pricing kernel. Optimality implies that the stochastic discount factor must be equal to the investors' intertemporal marginal rate of substitution.

- It provides a unified treatment of discrete-time and continuous-time models. Many finance textbooks focus on the mathematic tools and emphasize the difference between continuous-time and discrete-time tools--usually at the expense of the economics underlying both types of models. In contrast Duffie's book emphasizes the conceptual unity between continuous-time and discrete-time asset pricing.

This book was written more for students and academics than for pratictioners. It is not a reference or a recipe book for traders and programmers. Several chapters are devoted to general-equilibrium models that pratictioners are not likely to find useful. However, the essentials of derivative asset pricing and the term structure are also covered. The latest edition even includes a chapter on corporate finance.

Finally, this book is pretty much self-contained. All the graduate-level math results used in the proofs are presented either in the main body of the book, or in appendices.

20 of 24 people found the following review helpful.
Demanding but rewarding!
By A Customer
First of all, this book is for people with advanced mathematical preparation. Courses in functional analysis, measure theory, stochastic calculus and vector space optimization are in my opinion required for a deep understanding of the material in the book. Fortunately, the appendices are very good and provide many things that can help someone to follow the book.
In the first four chapters the writer develops the discrete-time theory,in order to provide a better understanding of the underlying ideas which remain the same in the next chapters which deal with the continuous-time setting.
Although the book needs a lot of effort from the reader, it is unique in that can help you see beyond the mathematics. In other words it USES the mathematics and it isn't just a layout of theorems and proofs.
Of course it can't be compared with books like Hull as it isn't accessible to everyone. But someone with the mathematical preparation , who has read Hull , should buy this book and he will never regret it.

50 of 70 people found the following review helpful.
painful and obscure
By S. Matthews
The mathematics of finance is not trivial, but neither is it really all that difficult; nevertheless, Duffie works to make you think that it is.

I maintain a scale of good versus bad mathematics writing in my head, against which I calibrate books I read. This scale stretches from, at one end, the faculty of Moscow University, in particular Israel Gelfand, Vladimir Arnold and Andre Kolmogorov, all of whom manage to explain to me hard things so that they seem easy, to, at the other, Darrell Duffie.

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En esta nueva edición de Crimes against Humanity. The Struggle for Global Justice, libro que ha inspirado el movimiento por la justicia global, Geoffrey Robertson explica por qué debemos responsabilizar a los líderes políticos y militares de los genocidios, las torturas y los asesinatos en masa -los crímenes contra la humanidad que han desfigurado el mundo. Muestra cómo puede obligarse a los gobiernos, ejércitos y corporaciones multinacionales crueles a cumplir los principios básicos de los derechos humanos. Esta obra fundamental contiene una perspectiva crítica sobre acontecimientos recientes como la invasión de Irak, las torturas de Abu Ghraib, las matanzas de Darfur, la muerte de Milosevic y el juicio de Sadam Husein. La presente edición ha sido prologada por Joan E. Garcés, abogado director de la acusación particular y popular del caso Pinochet. Geoffrey Robertson, abogado de la Corona inglesa (QC), tiene una reputada carrera como abogado penalista y defensor de los derechos humanos. Ha llevado cientos de apelaciones a sentencias de muerte; procesó a Hastings Banda y defendió a Salman Rushdie; representó a sospechosos de terrorismo en el Tribunal Penal de Inglaterra y a la organización Human Rights Watch en el juicio contra el general Pinochet. De este libro se ha escrito: A book to stop another Holocaust. -- The Observer A superb history of human rights....explaining the history of war and terror throughout the centuries. -- Baltimore Sun A sweeping history of an emerging world legal system ....[and] a useful guide to the wider legal struggle. -- Foreign Affairs Absorbing and important. -- The Guardian Masterful. -- Edmonton Journal

• Sales Rank: #12144711 in Books
• Published on: 2008-01-01
• Original language: Spanish
• Dimensions: 8.86" h x 1.90" w x 5.71" l,
• Binding: Paperback
• 714 pages

About the Author
Geoffrey Robertson, abogado de la Corona inglesa (QC), tiene una reputada carrera como abogado penalista y defensor de los derechos humanos. Ha llevado cientos de apelaciones a sentencias de muerte; procesó a Hastings Banda y defendió a Salman Rushdie; representó a sospechosos de terrorismo en el Tribunal Penal de Inglaterra y a la organización Human Rights Watch en el juicio contra el general Pinochet. Fue abogado del Antiguan Royal Commission que sacó a la luz el tráfico de armas del cártel de Medellín y participó en la formación de los jueces que juzgaron a Sadam Husein. Trabaja como juez de apelación en el tribunal de la ONU de crímenes de guerra en Sierra Leona y ha tomado decisiones que han marcado un hito en materias como los límites de las amnistías, la ilegalidad del reclutamiento de niños soldado y otros temas de importancia fundamental en el desarrollo de la ley penal internacional. Es fundador y director del Doughty Street Chambers (bufete especializado en la defensa de las libertades civiles y derechos humanos) y es juez a tiempo parcial en Londres, donde es además profesor en el Middle Temple (centro para el estudio de la abogacía) y profesor visitante de derecho en el área de los derechos humanos en el Queen Mary College. Entre sus libros, cabe destacar Freedom, the Individual and the Law; Does Dracula have AIDS?; Media Law, y una elogiada autobiografía, The Justice Game. En 2005 publicó The Tyrannicide Brief, la historia de cómo los abogados de Cromwell prepararon el primer juicio a un jefe de Estado. Ha hecho muchos programas de radio y televisión, como Geoffrey Robertson's Hypotheticals, y ha ganado el premio Freedom of Information por sus libros y sus emisiones radiotelevisivas.

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[T417.Ebook] PDF Ebook Thermodynamics and an Introduction to Thermostatistics, by Herbert B. Callen

PDF Ebook Thermodynamics and an Introduction to Thermostatistics, by Herbert B. Callen

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The only text to cover both thermodynamic and statistical mechanics--allowing students to fully master thermodynamics at the macroscopic level. Presents essential ideas on critical phenomena developed over the last decade in simple, qualitative terms. This new edition maintains the simple structure of the first and puts new emphasis on pedagogical considerations. Thermostatistics is incorporated into the text without eclipsing macroscopic thermodynamics, and is integrated into the conceptual framework of physical theory.

• Sales Rank: #294968 in Books
• Published on: 1985-09-12
• Ingredients: Example Ingredients
• Original language: English
• Number of items: 1
• Dimensions: 9.59" h x 1.16" w x 6.32" l, 1.52 pounds
• Binding: Paperback
• 493 pages

Most helpful customer reviews

33 of 34 people found the following review helpful.
Insightful Postulational Approach to Thermodynamics
By Michael Wischmeyer
Why did I buy an older thermodynamics text, one first published in 1960? I trusted the advice of earlier reviewers.

They say: 1) The best treatment of classical thermodynamics that I have seen. The chapters on phase transitions are excellent and the mechanical model used to illustrate critical phenomena is brilliant. 2) It is far better than most books on the subject. 3) I think this book has no competition as a text in thermodynamics. It is the ideal preparation for a book like Landau's Statistical Physics. 4) The overview of the fundamentals of thermodynamics is without rival. 5) I think this book is a great option if you feel disappointed with the standard treatment of thermodynamics.

A few reviewers argued that Callen's text was less suitable for engineering students (too few heat-mechanical energy conversion problems) and chemical engineers (too few chemical mixture problems).

My trust was not misplaced. Thermodynamics, an Introduction to the Physical Theories of Equilibrium Thermostatics and Irreversible Thermodynamics, is an exceptional text. I give it five stars.

H. B. Callen offers a fascinating and insightful postulational approach to thermodynamics rather than the conventional inductive approach. He targets first year graduate students and advanced undergraduates. Based on my experience any reader reasonably proficient with thermodynamics should find Callen's approach quite stimulating.

The text has three primary sections: General Principles of Classical Thermodynamics (200 pages), Representative Applications (65 pages), and Fluctuations and Irreversible Thermodynamics (50 pages). A 50-page appendix offers a useful review of pertinent mathematics and other relevant topics. Answers are not provided to the chapter problems.

Interspersed throughout are brief chapters that review useful mathematical techniques. I appreciated the discussions of the Euler equation, the Legendre transformations, the extremum principle in the Legendre transformed representations, and the Maxwell relations (not the Maxwell EM equations). Callen provides useful tools like a thermodynamic mnemonic diagram (first introduced by Max Born) and associated procedures for reducing the formal manipulation of partial derivates to "a simple recipe".

Callen's text has been widely used. I reviewed the 1960 first edition, eighteenth printing. A second edition published in 1984 is easier to find and is often used today as a supplementary text.

Thanks again for the advice from previous reviewers.

14 of 14 people found the following review helpful.
Beautiful treatment of classical thermodynamics
By Pablo Fernández
leaving aside the stat mech part, the book is just perfect. The presentation of the subject is not the traditional one (like, for example, Fermi's thermodynamics); it begins with the fundamental equation (Entropy versus the rest of the extensive variables) and all the postulates, and then goes on thru all thermodynamics. I found this approach much clearer, and more fun. From the first moment you are aware that with just one state equation (an equation between the intensive variables), you do not know the system completely. The thermodynamic potentials are introduced using in an explicit way the idea of the Legendre transform (but the math involved is very simple) and so the essence of the therm. potentials can be readily understood. I think this book is a great option if you feel disappointed with the standard treatment of thermodynamics, which to me is quite boring and clumsy.

9 of 11 people found the following review helpful.
The best treatment of classical thermodynamics I've seen.
By velankar@che.udel.edu
This books stands out in a subject where good books are hard to come by. The phenomenological basis of classical thermodynamics is very clearly explained in the opening chapters without any reference to statistical thermo. I found this very appealing since I'd always wanted to see some text that presented thermodynamics as it was originally developed: a complete theory in its own right, not dependent on statistical physics. The chapters on phase transitions are excellent and the mechanical model used to illustrate critical phenomena is brilliant. The last part on statistical physics is well worth reading though there may be other better texts for this. However, this book is NOT suitable for a course in engineering thermodynamics; there isn't much by way of heat-mechanical energy conversion problems for mechanical engineers, nor chemical mixture calculations relevant to chemical engineers.

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