Spara
Leveraged Exchange-Traded Funds
Författare:
häftad, 2016
Engelska
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.
- Undertitel
- Price Dynamics and Options Valuation
- Författare
- Tim Leung, Marco Santoli
- Upplaga
- 1st ed. 2016
- ISBN
- 9783319290928
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2016-03-08
- Sidor
- 97
