Sökning: "Richard Krstiansson"

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  1. 1. Gap Premium Pricing in Leveraged Exchange Traded Notes

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Axel Broström; Richard Krstiansson; [2016]
    Nyckelord :;

    Sammanfattning : Exchange traded notes have recently seen a surge in popularity. Investors are pouring cash into these debt securities that track various underlying assets. Riskier leveraged exchange traded notes replicate the daily return of the underlying asset multiplied by a lever. LÄS MER