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Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli
| Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli |
| Autore | Leung, Tim |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | X, 97 p. : ill. ; 24 cm |
| Altri autori (Persone) | Santoli, Marco |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] |
| Soggetto non controllato |
Exchange-traded funds
Implied volatility Leverage Leveraged portfolios Option pricing Quantitative Finance Risk horizon Tracking errors Trading strategies |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114926 |
Leung, Tim
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli
| Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli |
| Autore | Leung, Tim |
| Edizione | [Cham : Springer, 2016] |
| Pubbl/distr/stampa | X, 97 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Santoli, Marco |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114926 |
|
Leung, Tim
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||
| X, 97 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Univariate Stable Distributions : Models for Heavy Tailed Data / John P. Nolan
| Univariate Stable Distributions : Models for Heavy Tailed Data / John P. Nolan |
| Autore | Nolan, John P. |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xv, 333 p. : ill. ; 24 cm |
| Soggetto topico |
60F05 - Central limit and other weak theorems [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] 62F35 - Robustness and adaptive procedures (parametric inference) [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Extreme value estimation Generalized central limit theorem Heavy tailed data Heavy tailed data distributions Multivariate stable dsitribution Pareto distributions Signal processing algorithm Stable Distributions Stable Laws Stable filter Stable random variables Stable regression Univariate estimate Univariate stable distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250024 |
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Nolan, John P.
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
62F30 - Parametric inference under constraints [MSC 2020]
(3)
- 91G10 - Portfolio theory [MSC 2020] (2)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (2)
- 91G70 - Statistical methods; risk measures [MSC 2020] (2)
- 91G80 - Financial applications of other theories [MSC 2020] (2)