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Asset pricing model |
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Asset pricing modelA 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 MatchesPricing to marketPricing to marketThe 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 pricingForward pricingThe setting of the price (which then remains fixed) for forward dealing. This occurs at the time the contract is established. Administrative pricing rulesAdministrative pricing rulesIRS rules used to allocate income on export sales to a foreign sales corporation. Two state option pricing modelTwo state option pricing modelA 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 efficiencyPricing efficiencyAlso 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 SuggestionsBinomial option pricing modelTransfer 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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