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      Cover image for Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation
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      Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation

      Tim Leung,Marco Santoli

      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…

      $194.99

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