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Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point
Language
English
English
Book
Hardback
In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate...
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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.
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About the book
Full name
Financial Asset Pricing
Author
Barbara P Hoffmann, Paul E Schulz
Language
English
English
Binding
Book - Hardback
Date of issue
2012
Number of pages
212
EAN
9781611228038
ISBN
9781611228038
Libristo code
06429954
Publishers
Nova Science Publishers Inc
Weight
632
Dimensions
188 x 266 x 19
Categories
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