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Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance 1st ed. 2016 edition
Tim Leung
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Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance 1st ed. 2016 edition
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
Medien | Bücher Taschenbuch (Buch mit Softcover und geklebtem Rücken) |
Erscheinungsdatum | 8. März 2016 |
ISBN13 | 9783319290928 |
Verlag | Springer International Publishing AG |
Seitenanzahl | 97 |
Maße | 155 × 235 × 6 mm · 1,77 kg |
Sprache | Deutsch |