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Asset Pricing is the study of how financial markets value risky cash flows and determine expected returns across assets such as stocks, bonds, derivatives, and alternative investments. Books in this category explain the core principles of discounting and no-arbitrage, introduce equilibrium and factor models (e.g., CAPM, APT, consumption-based and stochastic discount factor approaches), and cover term structure, option pricing, and credit risk. They blend theory with evidence, featuring empirical methods, factor testing, anomalies, and market frictions such as liquidity and behavioral influences. Many titles connect pricing to portfolio construction, risk management, and the cost of capital, linking macroeconomic risks to asset returns. The category includes textbooks, research monographs, and practitioner guides for students, academics, quants, and investment professionals.

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