Feb 03

FRM 2008 Early Bird - Episode #4

by David Harper, CFA, FRM, CIPM



Info

This episode introduces a simple function in each of three asset classes: CAPM for equities, price of zero-coupon bond, and price/value of a forward (using cost of carry). Emphasis on the idea that CAPM is just a special case of multifactor model

(30 min.)