
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
- Forfatter
- Tim Leung, Marco Santoli
- Opplag
- 1st ed. 2016
- ISBN
- 9783319290928
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 8.3.2016
- Antall sider
- 97
