£85.53

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

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£118.69 £61.17 £73.72 £86.27 £98.82 £111.37 £123.92 09 June 2024 11 November 2024 16 April 2025 18 September 2025 21 February 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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