Tallenna
Leveraged Exchange-Traded Funds
Kirjailija:
nidottu, 2016
englanti
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.
- Alaotsikko
- Price Dynamics and Options Valuation
- Kirjailija
- Tim Leung, Marco Santoli
- Painos
- 1st ed. 2016
- ISBN
- 9783319290928
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 8.3.2016
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 97
