Type d'article
Etat
Reliure
Particularités
Pays
Evaluation du vendeur
Edité par Edizioni Tracce, 2008
ISBN 10 : 887433530XISBN 13 : 9788874335305
Vendeur : Libro Co. Italia Srl, San Casciano Val di Pesa, FI, Italie
Livre
Etat : new. Pescara, 2008; br., pp. 248. (Narrativa. 384).
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Book Deals, Tucson, AZ, Etats-Unis
Livre
Etat : Fair. Acceptable/Fair condition. Book is worn, but the pages are complete, and the text is legible. Has wear to binding and pages, may be ex-library.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Books Unplugged, Amherst, NY, Etats-Unis
Livre
Etat : Fair. Buy with confidence! Book is in acceptable condition with wear to the pages, binding, and some marks within.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Book Deals, Tucson, AZ, Etats-Unis
Livre
Etat : Good. Good condition. This is the average used book, that has all pages or leaves present, but may include writing. Book may be ex-library with stamps and stickers.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : GF Books, Inc., Hawthorne, CA, Etats-Unis
Livre
Etat : Very Good. Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Book Deals, Tucson, AZ, Etats-Unis
Livre
Etat : Very Good. Very Good condition. Shows only minor signs of wear, and very minimal markings inside (if any).
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Book Deals, Tucson, AZ, Etats-Unis
Livre
Etat : Fine. Like New condition. Great condition, but not exactly fully crisp. The book may have been opened and read, but there are no defects to the book, jacket or pages.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : GF Books, Inc., Hawthorne, CA, Etats-Unis
Livre
Etat : Fine. Book is in Used-LikeNew condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Books Unplugged, Amherst, NY, Etats-Unis
Livre
Etat : New. Buy with confidence! Book is in new, never-used condition.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Book Deals, Tucson, AZ, Etats-Unis
Livre
Etat : New. New! This book is in the same immaculate condition as when it was published.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : booksXpress, Bayonne, NJ, Etats-Unis
Livre
Soft Cover. Etat : new.
Edité par Springer International Publishing Mrz 2016, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Livre impression à la demande
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 the risks associated with LETFs. It also leads to the discussion of new risk management concepts, such as admissible leverage ratios and admissible risk horizon, as well as the mathematical and empirical analyses of several trading strategies, including static portfolios, pairs trading, and stop-loss strategies involving ETFs and LETFs. The final part of the book addresses the pricing of options written on LETFs. Since different LETFs are designed to track the same reference index, these funds and their associated options share very similar sources of randomness. The authors provide a no-arbitrage pricing approach that consistently value options on LETFs with different leverage ratios with stochastic volatility and jumps in the reference index. Their results are useful for market making of these options, and for identifying price discrepancies across the LETF options markets. As the market of leveraged exchange-traded products become a sizeable connected part of the financial market, it is crucial to better understand its feedback effect and broader market impact. This is important not only for individual and institutional investors, but also for regulators. 108 pp. Englisch.
Edité par LAP LAMBERT Academic Publishing, 2010
ISBN 10 : 3843356874ISBN 13 : 9783843356879
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Livre
Etat : New.
Edité par Springer International Publishing, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Livre
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 the risks associated with LETFs. It also leads to the discussion of new risk management concepts, such as admissible leverage ratios and admissible risk horizon, as well as the mathematical and empirical analyses of several trading strategies, including static portfolios, pairs trading, and stop-loss strategies involving ETFs and LETFs. The final part of the book addresses the pricing of options written on LETFs. Since different LETFs are designed to track the same reference index, these funds and their associated options share very similar sources of randomness. The authors provide a no-arbitrage pricing approach that consistently value options on LETFs with different leverage ratios withstochastic volatility and jumps in the reference index. Their results are useful for market making of these options, and for identifying price discrepancies across the LETF options markets. As the market of leveraged exchange-traded products become a sizeable connected part of the financial market, it is crucial to better understand its feedback effect and broader market impact. This is important not only for individual and institutional investors, but also for regulators.
Edité par Springer International Publishing, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : moluna, Greven, Allemagne
Livre impression à la demande
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Important timely topicIncludes a detailed discussion on how to implement and regenerate findings within the bookProvides a systematic study of a number of mathematical problems associated with exchange-traded fund.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Livre
Etat : New.
Edité par LAP LAMBERT Academic Publishing, 2010
ISBN 10 : 3843356874ISBN 13 : 9783843356879
Vendeur : moluna, Greven, Allemagne
Livre
Etat : New.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : California Books, Miami, FL, Etats-Unis
Livre
Etat : New.
Edité par Springer Verlag, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Livre
Paperback. Etat : Brand New. 108 pages. 9.25x6.25x0.25 inches. In Stock.
Edité par Springer, 2016
ISBN 10 : 3319290924ISBN 13 : 9783319290928
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Livre
Paperback. Etat : Like New. Like New. book.
Edité par LAP LAMBERT Academic Publishing, 2010
ISBN 10 : 3843356874ISBN 13 : 9783843356879
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Livre
Paperback. Etat : Like New. Like New. book.