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Barbara P. Hoffmann & Paul E Schulz
Financial Asset Pricing [PDF ebook]
Theory, Global Policy and Dynamics

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Copertina de Barbara P. Hoffmann & Paul E Schulz: Financial Asset Pricing (PDF)

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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Format PDF ● Pagini 240 ● ISBN 9781620810460 ● Editor Barbara P. Hoffmann & Paul E Schulz ● Editura Nova Science Publishers ● Publicat 2013 ● Descărcabil 3 ori ● Valută EUR ● ID 7220808 ● Protecție împotriva copiilor Adobe DRM

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Barbara P. Hoffmann Paul E Schulz Paul E. Schulz Jason A. Toulon

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