Bibliographic Information

Options and futures : a tutorial

Roger G. Clarke

(The Research Foundation of AIMR and Blackwell series in finance)

Research Foundation of the Institute of Chartered Financial Analysts , Blackwell, 2000

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Note

"Reissued in new format by Blackwell Publishers Ltd 2000" --T.p. verso

Includes bibliographical references (p. 113-116)

Description and Table of Contents

Description

The growth of the options and futures markets for financial assets has made available important tools to the professional investor. Derivative securities allow the investor to alter the risk-return characteristics of an investment in many different ways. This tutorial introduces the important characteristics of options and futures so that they can be used intelligently.

Table of Contents

Errata. Acknowledgments. Foreword. 1. Overview of Derivative Securities and Markets. 2. Futures Contracts: Pricing Relationships. 3. Risk Management Using Futures Contracts: Hedging. 4. Option Characteristics and Strategies: Risk and Return. 5. Option Contracts: Pricing Relationships. 6. Short-Term Behavior of Option Prices: Hedging Relationships. Exercises for Futures and Options. Appendix A. Contract Specifications for Selected Futures and Options. Appendix B. Interest Rate Concepts. Appendix C. Price Behavior of Fixed-Income Securities. Appendix D. Cumulative Normal Distribution. References. Glossary.

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Details

  • NCID
    BA49306676
  • ISBN
    • 0943205166
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Charlottesville, Va.,Malden, Mass.
  • Pages/Volumes
    ix, 124 p.
  • Size
    25 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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