25% OFF

Leveraged Exchange-Traded Funds eBook

Price Dynamics And Options Valuation

by Marco Santoli e Tim Leung
language: english
Publisher: Springer International Publishing, February of 2016 ‧
92,74€
74,19€
20% OFF + 5% CARD
IMMEDIATE AVAILABILITY
Ebook for ADE
DIGITAL SUNDAY SEE MORE ITEMS ON SALE
This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.

Leveraged Exchange-Traded Funds

Price Dynamics And Options Valuation

by Marco Santoli e Tim Leung

Property Description
ISBN: 9783319290942
Publisher: Springer International Publishing
Release Date: February of 2016
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Springerbriefs In Quantitative Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9783319290942

BOOKS FROM THE SAME COLLECTION