Leveraged Exchange-Traded Funds

Price Dynamics and Options Valuation

  • Tim Leung
  • Marco Santoli

Part of the SpringerBriefs in Quantitative Finance book series (BRIEFFINANCE)

Table of contents

  1. Front Matter
    Pages i-x
  2. Tim Leung, Marco Santoli
    Pages 1-5
  3. Tim Leung, Marco Santoli
    Pages 7-35
  4. Tim Leung, Marco Santoli
    Pages 37-50
  5. Tim Leung, Marco Santoli
    Pages 51-88
  6. Tim Leung, Marco Santoli
    Pages 89-91
  7. Back Matter
    Pages 93-97

About this book

Introduction


Keywords

Exchange-traded funds Leverage Option pricing Risk horizon Tracking errors Trading strategies Leveraged portfolios Implied volatility

Authors and affiliations

  • Tim Leung
    • 1
  • Marco Santoli
    • 2
  1. 1.Columbia UniversityNew York CityUSA
  2. 2.Columbia UniversityNew York CityUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-29094-2
  • Copyright Information The Author(s) 2016
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-29092-8
  • Online ISBN 978-3-319-29094-2
  • Series Print ISSN 2192-7006
  • Series Online ISSN 2192-7014
  • About this book
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