Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation
(Bog, Paperback / softback, Engelsk)
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783319290928
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Beskrivelse
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.
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Alle detaljer
| Forlag | Springer International Publishing AG |
| Forfattere | Tim Leung, Marco Santoli |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 1st ed. 2016 |
| Udgivelsesdato | 08-03-2016 |
| Første udgivelsesår | 2016 |
| Serie | SpringerBriefs in Quantitative Finance |
| Illustrationer | 32 Illustrations, color; X, 97 p. 32 illus. in color. |
| Originalsprog | Switzerland |
| Sideantal | 97 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 97 pages, 32 Illustrations, color; X, 97 p. 32 illus. in color. |
| Mål | 233 x 155 x 8 |
| ISBN-13 / EAN-13 | 9783319290928 |