RM Rilke: Nyolcadik elégia (ford. Rónay György) világhírű szakkönyvkiadó köny ve a pénzügyi
tervezés fogalmai között kalauzol, s ezzel a pénzügyi eszközök mind jobban burjánzó …

… Measuring market risk with value at risk / Pietro Penza, Vipul K. Bansal. p. cm. … Bansal
and'I authored one of the pioneering texts on financial engineering which, to our surprise and …

This study presents an empirical analysis of the impact of Chicago Board Options Exchange
(CBOE) option initiation on the price volatility and trading volume of the underlying equities. …

Exchange traded funds or ETFs are undoubtedly one of the most successful financial
innovations of the past two decades. They were largely noncontroversial until the advent of …

Exchange Traded Funds have advantages and characteristics that make them a very useful
tool for an investor. Using baskets of stocks, they offer diversification and a cost-effective …

Leveraged exchanged traded funds (LETFs) have been severely criticized in recent years.
They have been attacked in the academic literature, the trade literature, and the popular press…

This paper examines the pricing of short-dated interest rate swaps. In pricing a swap, one
sets the fixed rate, called the swap coupon, against a floating reference rate (usually the …

In this paper, we explore how volatility impacts two dimensions of leveraged exchange traded
funds'(LETFs) performance. The first dimension concerns how market volatility impacts …

The purpose of this dissertation is an empirical analysis of the effects of Size, Earnings Price
ratio and Dividend Yield on stock returns in an underdeveloped capital market such as India…

Reverse mortgages are increasing in popularity, but they remain complicated and confusing
instruments. One of the concerns is whether reverse mortgages is accomplishing its …