Leung, Tim
Leveraged Exchange-Traded Funds
Table of contents
1. Introduction
Tim Leung, Marco Santoli
2. Price Dynamics of Leveraged ETFs
Tim Leung, Marco Santoli
3. Risk Analysis of Leveraged ETFs
Tim Leung, Marco Santoli
4. Options on Leveraged ETFs
Tim Leung, Marco Santoli
5. Conclusions
Tim Leung, Marco Santoli
Keywords: Mathematics, Quantitative Finance, Macroeconomics/Monetary Economics//Financial Economics
- Author(s)
- Leung, Tim
- Santoli, Marco
- Publisher
- Springer
- Publication year
- 2016
- Language
- en
- Edition
- 1st ed. 2016
- Series
- SpringerBriefs in Quantitative Finance
- Page amount
- 10 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319290942
- Printed ISBN
- 978-3-319-29092-8