Asset Pricing and Investor Risk Preferences

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Published Date : 12 August 2011

Pages : 32

Add to Cart - Asset Pricing and Investor Risk Preferences

Please note; this needs certain updates. We have all the information available but require 5 business days to complete the process and ensure it is as up-to-date as possible for each new purchase.

Asset pricing models are a way of mapping from abstract states of the world into the prices of financial assets like stocks and bonds. The prices are always conceived of as endogenous; that is, the states of the world cause them, not the other way around, in an asset pricing model.

The various asset pricing models that are to be studied are as follows:
Capital Asset Pricing Model (CAPM)
Arbitrage Pricing Model (APM)
Option pricing model
Single Index model
Markov switching multifractal

Table of Contents :

Executive Summary
Industry Overview
Financial Markets
Valuation
Asset Valuation
Intrinsic Value
Extrinsic Value
Asset Pricing Models
Capital Asset Pricing Model
Assumptions
Short comes
Arbitrage pricing model
Option Pricing Models
Black-Scholes option model
Binomial options pricing model
Monte Carlo option model
Single Index model
Markov Switching multifractal Model
Stochastic discount factor model
Investor Risk Preference in Asset Pricing
Risk Theory
Types of Risks
Credit risk
Financial risk
Interest rate risk
Specific Risk
Systematic Risk
Symmetrical Risk Exposure
Volatility risk
Risk Management
Recognition of Risks
Ranking of Risks
Risk Controlled
Response to significant Risk
Reaction Planning
Risk Management system
Risk Assurance system
Risk Aversion
Risk neutrality in Option pricing models
Measurement of Risk
Variance and Standard Deviation
Value at Risk
Annexure
Definitions
Bibliography
Please note; this needs certain updates. We have all the information available but require 5 business days to complete the process and ensure it is as up-to-date as possible for each new purchase.

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