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Financial Asset Pricing: : Theory, Global Policy and Dynamics (Economic Issues, Problems, an Perspectives)
Author: Paul E. Schulz (Author), Barbara P. Hoffmann (Author)
Publisher: Nova Science Pub Inc
Publication date: 2011-11-30
Edition: UK ed.
Language: English
Print length: 212 pages
ISBN-10: 1611228034
ISBN-13: 9781611228038
Book 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.
