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Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance 1st ed. 2016 edition
Tim Leung
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
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 |