Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation
1st ed. 2016
Book Details
Format
Paperback / Softback
Book Series
SpringerBriefs in Quantitative Finance
ISBN-10
3319290924
ISBN-13
9783319290928
Edition
1st ed. 2016
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Mar 8th, 2016
Print length
97 Pages
Product Classification:
Stocks & shares
Ksh 12,600.00
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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.
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