£85.53

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

Economic Conditions

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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
ASIN: 1611228034
Category: Books > Subjects > Business, Finance & Law > Economics > Economic Conditions
Domain: Amazon UK
Release Date: 01 February 2012
Listed Since: 12 November 2010

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

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