Tim Leung

Leveraged Exchange-Traded Funds

Price Dynamics and Options Valuation

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Produktdetails

Weitere Autoren: Santoli, Marco

ISBN: 978-3-319-29094-2
EAN: 9783319290942
Produktnummer: 19670758
Verlag: Springer-Verlag GmbH
Sprache: Englisch
Erscheinungsjahr: 2016
Seitenangabe: 97 S.
Plattform: PDF
Masse: 3'129 KB
Auflage: 1st ed. 2016
Abbildungen: 32 farbige Abbildungen, 31 farbige Tabellen, Bibliographie

Über den Autor

Tim Leung is a tenure-track Assistant Professor at Columbia University's Industrial Engineering and Operations Research (IEOR) Department. He is also an affiliated faculty member of the Center for Financial Engineering, and Data Sciences Institute at Columbia. He received a PhD in Operations Research & Financial Engineering (ORFE) from Princeton University. Dr. Leung's research areas are Financial Engineering and Optimal Stochastic Control, with a focus on the valuation of financial derivatives, and associated risk management and trading strategies. He has written extensively on exchange-traded funds (ETFs). His research has been funded by the National Science Foundation (NSF). He has published in various Financial Mathematics journals, including Mathematical Finance, Finance and Stochastics, SIAM Journal on Financial Mathematics, and Quantitative Finance. He is also an officer of the SIAM SIAG on Financial Mathematics and Engineering, and the INFORMS Finance Section.