Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance - Tim Leung - Books - Springer International Publishing AG - 9783319290928 - March 8, 2016
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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

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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 8, 2016
ISBN13 9783319290928
Publishers Springer International Publishing AG
Pages 97
Dimensions 155 × 235 × 6 mm   ·   1.77 kg
Language German  

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