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Leveraged Exchange-Traded Funds
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Leveraged Exchange-Traded Funds

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.

Undertittel
Price Dynamics and Options Valuation
Opplag
1st ed. 2016
ISBN
9783319290928
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.3.2016
Antall sider
97