£66.22

Financial Asset Pricing: Theory, Global Policy and Dynamics (Economic Issues, Problems, An Perspectives)

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£66 today · all-time low £64 (Jun 2026) · usually £64

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£87.69 £61.22 £67.00 £72.77 £78.55 £84.32 £90.10 27 April 2026 13 May 2026 30 May 2026 15 June 2026 02 July 2026

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Description

In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset. This book presents current research in the study of financial asset pricing, including monetary policy and boom-bust cycles in asset pricing; migration dynamics of stock movements between portfolios; return calculation in international mutual funds; risk premium, market price of risk, and stochastic price models for commodities; computation finance for stochastic volatility and correlation; and consumption-based asset pricing model (CCAPM) in Latin America.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 February 2012
Listed Since
12 November 2010

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