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Leveraged Exchange-Traded Funds
Price Dynamics And Options Valuation
language: english
Publisher:
Springer International Publishing AG, March of 2016 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783319290928 |
| Publisher: | Springer International Publishing AG |
| Release Date: | March of 2016 |
| Language: | English |
| Dimensions: | 155 x 235 x 6 mm |
| Cover: | Softcover |
| Pages: | 97 |
| Format: | Book |
| Collection: | Springerbriefs In Quantitative Finance |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Others |
| EAN: | 9783319290928 |
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