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Dynamic Asset Pricing Theory, Third Edition. (9780691090221): Darrell Duffie: Books. 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

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