Options and financial futures : valuation and uses
Author(s)
Bibliographic Information
Options and financial futures : valuation and uses
（McGraw-Hill series in finance）
McGraw-Hill, c1992
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Note
Includes bibliographical references (p. 659-683) and index
Description and Table of Contents
Description
This text concentrates on how the prices of options and financial futures are determined. The material is evenly split between options and financial futures. Students are shown how to think and analyze, not just remember formulas. This text is designed for both the graduate and undergraduate courses in futures and options, speculative markets, derivative securities or advanced risk management. The book demonstrates one underlying theme to the valuation principles of options and futures arbitrage. One consistent model is used to determine prices for T-bills and T-Bonds, stock index and foreign currency futures. The book also shows how to use options and financial futures in order to reduce risk (examples exist throughout the text). An instructor's manual and software are available.
Table of Contents
- Introduction to options
- profit diagrams
- arbitrage restrictions on option prices
- put-call parity
- binomial option pricing model
- the Black-Scholes option pricing model
- the importance of delta
- stock index options
- other options and applications
- introduction to financial futures
- financial futures pricing theory - the cost of carry model
- hedging with futures contracts
- stock index futures
- debt instruments - prices, yields and risk
- short term interest rate futures treasury bill and eurodollar futures
- foreign exchange futures
- futures options, debt options, foreign exchange options and swaps.
by "Nielsen BookData"
