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Financial Asset Pricing : Theory, Global Policy and Dynamics, PDF eBook

Financial Asset Pricing : Theory, Global Policy and Dynamics PDF

Edited by Paul E Schulz, Barbara P. Hoffmann

PDF

Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

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.

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