Asset pricing model


 

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Asset pricing model

A model for determining the required or expected rate of return on an asset. Related: Capital asset pricing model and arbitrage pricing theory.



Asset pricing model

Similar Matches

Pricing to market

Pricing to market

The practice of an exporting firm holding fixed (or not fully adjusting) the price it charges in the export market when its costs or exchange rate change. See pass-through. Seminal treatment was Krugman (1987).


Forward pricing

Forward pricing

The setting of the price (which then remains fixed) for forward dealing. This occurs at the time the contract is established.


Administrative pricing rules

Administrative pricing rules

IRS rules used to allocate income on export sales to a foreign sales corporation.


Two state option pricing model

Two state option pricing model

A pricing equation allowing an underlying asset to assume only two possible (discrete) values in the next time period for each value it can take on in the preceding time period. Also called the underlying asset.


Pricing efficiency

Pricing efficiency

Also called external efficiency; a market characteristic that prices at all times fully reflect all available information that is relevant to the valuation of securities.


Further Suggestions

Binomial option pricing model
Transfer pricing
Regulatory pricing risk
International Asset Pricing Model (IAPM)
Repricing
Underpricing
Arbitrage free option pricing models
Indication pricing schedule
Forward pricing
capital asset pricing model
Garman Kohlhagen option pricing model
Option Pricing Curve
Capital asset pricing model (CAPM)


 
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