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Leveraged Exchange-Traded Funds

Price Dynamics And Options Valuation

by Marco Santoli e Tim Leung
language: english
Publisher: Springer International Publishing AG, March of 2016 ‧
71,64€
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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: 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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