Essays about: "Richard Krstiansson"

Found 1 essay containing the words Richard Krstiansson.

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

    University essay from KTH/Matematisk statistik

    Author : Axel Broström; Richard Krstiansson; [2016]
    Keywords : ;

    Abstract : 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. READ MORE