Marco Santoli – författare

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2 produkter

1. 

   Leveraged Exchange-Traded Funds

   Price Dynamics and Options Valuation

   Av Tim Leung, Marco Santoli

   Häftad, 2016

   502 kr

   Lägg i varukorg

   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 …

2. 

   Leveraged Exchange-Traded Funds

   Price Dynamics and Options Valuation

   Av Marco Santoli, Tim Leung

   E-bok, 2016

   1116 kr

   Lägg i varukorg

   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 …