Chris Roland » Finance http://www.chrisroland.info Software, Web and Database Developer Sun, 26 Dec 2010 00:44:35 +0000 en hourly 1 http://wordpress.org/?v=3.0.4 Calculating CAPM with F# http://www.chrisroland.info/calculating-capm-with-f/ http://www.chrisroland.info/calculating-capm-with-f/#comments Sun, 31 Jan 2010 00:00:57 +0000 Chris Roland http://www.chrisroland.info/?p=242 The Capital Asset Pricing Model (CAPM) is a way to determine the rate of return for an asset, a single stock or the entire portfolio.

I wanted to see how this would be calculated in F#, so here you go, enjoy:


let capm (beta:float) (y:float) (z:float) = y + (beta * (z - y));;

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