Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance - Tim Leung - Books - Springer International Publishing AG - 9783319290928 - March 8, 2016
In case cover and title do not match, the title is correct

Tim Leung
Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation - SpringerBriefs in Quantitative Finance 1st ed. 2016 edition

Price
$ 81.49
excl. VAT

Ordered from remote warehouse

Expected delivery Dec 23 - Jan 2, 2026
Christmas presents can be returned until 31 January

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

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.

97 pages, 32 black & white illustrations, 31 colour tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 8, 2016
ISBN13 9783319290928
Publishers Springer International Publishing AG
Pages 97
Dimensions 155 × 233 × 8 mm   ·   176 g
Language German  
Show all

More by Tim Leung

See all of Tim Leung ( e.g. Paperback Book )