The Servant State
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Financial Asset Pricing
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£92.99
Regular price
£123.99
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Financial Asset Pricing
Theory, Global Policy & Dynamics
Sale price
£92.99
Regular price
£123.99
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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.
- ISBN-13
- 9781611228038
- Publisher
- Nova Science Publishers Inc
- Publication date
- 17 January 2012
- Format
- Hardback
- Pages
- 212
- Dimensions
- 180 x 260 mm
- Language
- English
