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Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance Tim Leung 1st ed. 2016 edition
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Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance
Tim Leung
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.
97 pages, 32 black & white illustrations, 31 colour tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 8 de marzo de 2016 |
| ISBN13 | 9783319290928 |
| Editores | Springer International Publishing AG |
| Páginas | 97 |
| Dimensiones | 155 × 233 × 8 mm · 176 g |
| Lengua | Alemán |
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