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Leveraged Exchange-Traded Funds
- Price Dynamics and Options Valuation
Engelsk
Bogcover for Leveraged Exchange-Traded Funds af Tim Leung, Marco Santoli, 9783319290928
Specifikationer
Sprog:
Engelsk
Sider:
97
ISBN-13:
9783319290928
Indbinding:
Paperback
ISBN-10:
3319290924
Udg. Dato:
8 mar 2016
Størrelse i cm:
23,3 x 15,5 x 0,8
Oplagsdato:
8 mar 2016
Forfatter(e):

Leveraged Exchange-Traded Funds

- Price Dynamics and Options Valuation
Engelsk
Paperback 2016
Format:

Bog 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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Specifikationer
Sprog:
Engelsk
Sider:
97
ISBN-13:
9783319290928
Indbinding:
Paperback
ISBN-10:
3319290924
Udg. Dato:
8 mar 2016
Størrelse i cm:
23,3 x 15,5 x 0,8
Oplagsdato:
8 mar 2016
Forfatter(e):
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