Strategic International Finance and Assets Pricing
The lingering financial crisis, which has the potential to become a global recession, is leading sovereign states to reassess the benefits and the the risks of globalization as well as their own economic roles. This lecture will assess the implications of this new and incomplete economic environment in assets pricing. Some specific models based on the CCAPM approach to asset prices, as well as implied stochastic models, are used to outline the value of international asset prices and foreign exchanges.
This research is an outgrowth of the new course on global finance introduced by the Department of Finance and Risk Engineering.
Charles Tapiero, Topfer Chair Distinguished Professor of Financial Engineering and Technology Management, Chair and Founder of the Department of Finance and Risk Engineering, Director and Founder of the NYU-Poly Institute for Risk Engineering and Economic Systems, has over 350 publications in leading academic journals and has authored popular text and research books on control and stochastic control for finance and insurance, risk finance, supply chains and quality and management.