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Leveraged Exchange-Traded Funds
Price Dynamics And Options Valuation
language: english
Publisher:
Springer International Publishing AG, March of 2016 ‧
see product details
71,64€
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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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