Leveraged Exchange-Traded Funds

DOI10.1007/978-3-319-29094-2zbMath1338.91007OpenAlexW2487017726MaRDI QIDQ2798416

Marco Santoli, Tim Leung

Publication date: 12 April 2016

Published in: SpringerBriefs in Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-29094-2

zbMATH Keywords

optionsasset pricingleveraged exchange-traded funds

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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