Introduction to futures and options markets
著者
書誌事項
Introduction to futures and options markets
Prentice Hall, c1991
- cased
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
Using as little mathematics as possible, this text offers coverage of futures and options markets It explores trading strategies and how markets work, as well as the latest hedging and risk management tools. The text covers the simpler futures markets first, but allows material to be used in any sequence, uses no calculus, and includes background institutional material. The book devotes a chapter to the increasingly important area of swaps, and reflects current practice in the financial sector.
目次
- Futures and forward markets - mechanics of futures and forward markets
- the determination of forward and futures prices
- hedging strategies using futures
- interest rate futures
- swaps. Options markets - mechanics of options markets
- basic properties of stock options
- trading strategies involving options
- the pricing of stock options
- options on stock indices
- currencies and futures contracts
- hedging positions in options and the creation of options synthetically
- valuing options numerically using a binomial model
- biases in the Black-Scholes model
- interest-rate options.
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