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Leveraged Exchange-Traded Funds
Price Dynamics And Options Valuation
idioma: inglês
Editor:
Springer International Publishing AG, março de 2016 ‧
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71,64€
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CARTÃO
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783319290928 |
| Editor: | Springer International Publishing AG |
| Data de Lançamento: | março de 2016 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 6 mm |
| Encadernação: | Capa mole |
| Páginas: | 97 |
| Tipo de produto: | Livro |
| Coleção: | Springerbriefs In Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
Livros em Inglês > Outros |
| EAN: | 9783319290928 |
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