02106nam0 2200481 i 450 VAN011492620220309023729.391N978-3-319-29094-220180215d2016 |0itac50 baengCH|||| |||||Leveraged exchange-traded fundsprice dynamics and options valuationTim Leung, Marco SantoliChamSpringer2016X, 97 p.ill.24 cm001VAN01029342001 SpringerBriefs in quantitative finance210 Berlin [etc.]SpringerVAN0242657Leveraged exchange-traded funds152342491G70Statistical methods; risk measures [MSC 2020]VANC030929MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G80Financial applications of other theories [MSC 2020]VANC031013MF91G10Portfolio theory [MSC 2020]VANC031365MF62F30Parametric inference under constraints [MSC 2020]VANC033994MFExchange-traded fundsKW:KImplied volatilityKW:KLeverageKW:KLeveraged portfoliosKW:KOption pricingKW:KQuantitative FinanceKW:KRisk horizonKW:KTracking errorsKW:KTrading strategiesKW:KCHChamVANL001889LeungTimVANV088934755960SantoliMarcoVANV088935755961Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-29094-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0114926BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2338 15EB 2338 20180215 Leveraged exchange-traded funds1523424UNICAMPANIA