Gå direkt till innehållet
Leveraged Exchange-Traded Funds
Spara

Leveraged Exchange-Traded Funds

Lägsta pris på PriceRunner

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
Upplaga
1st ed. 2016
ISBN
9783319290928
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2016-03-08
Sidor
97