Leveraged Exchange-Traded Funds Price Dynamics and Options Valuation /
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. This study provides new insights on t...
| Main Authors: | , |
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| Corporate Author: | |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edition: | 1st ed. 2016. |
| Series: | SpringerBriefs in Quantitative Finance,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-319-29094-2 |