Leveraged Exchange-Traded Funds Price Dynamics and Options Valuation /

Leveraged Exchange-Traded Funds Price Dynamics and Options Valuation /

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. This study provides new insights on t...

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Bibliographic Details
Main Authors: Leung, Tim (Author), Santoli, Marco (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
Mathematics.
Economics, Mathematical.
Macroeconomics.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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