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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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 8 de março de 2016 |
| ISBN13 | 9783319290928 |
| Editoras | Springer International Publishing AG |
| Páginas | 97 |
| Dimensões | 155 × 233 × 8 mm · 176 g |
| Idioma | Alemão |
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