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...
Κύριοι συγγραφείς: | Leung, Tim (Συγγραφέας), Santoli, Marco (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
Έκδοση: | 1st ed. 2016. |
Σειρά: | SpringerBriefs in Quantitative Finance,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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