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Leveraged exchange traded funds price dynamics and options valuation

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Leveraged exchange traded funds price dynamics and options valuation

I SPRINGER BRIEFS IN QUANTITATIVTim Leung Marco SantoliLeveraged Exchange-Traded FundsPrice Dynamics and Options ValuationSpringerSpringerBriefs in Qu

Leveraged exchange traded funds price dynamics and options valuationuantitative FinanceSeries editorsPeter Bank. Berlin. Germany Pauline Barrieu, London. UK Lorenzo Bergomi. Paris. France Rama Com. London. UKJakSa Cvit

anic. Pasadena. California. USA Matheus R. Grasselli. Toronto. Canada Steven Kou. Singapore. Singapore Mike Ludkowski. Santa Barbara, USA Vladimir Pit Leveraged exchange traded funds price dynamics and options valuation

erbarg. London. UK Nizar Touzi. Palaiseau Cedex. FranceMore information about this series al http://www.springer.com/series/8784Tim Leung • Marco Sant

Leveraged exchange traded funds price dynamics and options valuation

oliLeveraged Exchange-TradedFundsPrice Dynamics and Options Valuation0 SpringerTim LeungColumbia UniversityNew York City. NY. USAMarco SantoliColumbia

I SPRINGER BRIEFS IN QUANTITATIVTim Leung Marco SantoliLeveraged Exchange-Traded FundsPrice Dynamics and Options ValuationSpringerSpringerBriefs in Qu

Leveraged exchange traded funds price dynamics and options valuation9094-2 (eBook)DOI 10.1007/978-3-319-29094-2Library of Congress Control Number: 2016930168Mathematics Subject Classification (2010): 91GI0. 91G20, 91G7

0, 9IG80,62F30Springer Chain Heidelberg New York Dordrecht London(c) The Author(s) 2016This work is subject to copyright. All rights arc reserved by t Leveraged exchange traded funds price dynamics and options valuation

he Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, reci

Leveraged exchange traded funds price dynamics and options valuation

tation, broadcasting, reproduction on microfilms or in any other physical way. and transmission or information storage and retrieval, electronic adapt

I SPRINGER BRIEFS IN QUANTITATIVTim Leung Marco SantoliLeveraged Exchange-Traded FundsPrice Dynamics and Options ValuationSpringerSpringerBriefs in Qu

Leveraged exchange traded funds price dynamics and options valuationmes, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from

the relevant protective laws and regulations and therefore free for general use.The publisher, (he authors and the editors arc safe to assume that the Leveraged exchange traded funds price dynamics and options valuation

advice and information in this hook arc believed to be true and accurate at the date of publication. Neither the publisher nor (he authors or the edi

Leveraged exchange traded funds price dynamics and options valuation

tors give a warranty, express or implied, w ith respect to the material contained herein or for any errors or omissions that may have been made.Printe

I SPRINGER BRIEFS IN QUANTITATIVTim Leung Marco SantoliLeveraged Exchange-Traded FundsPrice Dynamics and Options ValuationSpringerSpringerBriefs in Qu

I SPRINGER BRIEFS IN QUANTITATIVTim Leung Marco SantoliLeveraged Exchange-Traded FundsPrice Dynamics and Options ValuationSpringerSpringerBriefs in Qu

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