Search results with tag "Pricing theory"
Asset pricing I: Pricing Models - Princeton University
scholar.princeton.edustructure changed. In relative pricing we infer an asset’s value given the prices of some other asset. Black-Scholes option pricing is the classic example of this approach. The central and un nished task of asset pricing theory is to understand and measure the sources of aggregate risk that drive asset prices.
Credit Default Swap Pricing Theory, Real Data Analysis and ...
data.bloomberglp.comCredit Default Swap –Pricing Theory, Real Data Analysis and Classroom Applications Using Bloomberg Terminal Yuan Wen * Assistant Professor of Finance State University of New York at New Paltz 1 Hawk Drive, New Paltz, NY 12561 Email: weny@newpaltz.edu Tel: 845-257-2926 Jacob Kinsella MBA Candidate State University of New York at New Paltz
The Capital Asset Pricing Model: Theory and Evidence
mba.tuck.dartmouth.eduLintner (1965) marks the birth of asset pricing theory (resulting in a Nobel Prize for Sharpe in 1990). Four decades later, the CAPM is still widely used in applications, such as estimating the cost of capital for firms and evaluating the performance of managed portfolios. It is the centerpiece of MBA