Introduction to futures and options markets
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Delhi :
Prentice Hall of India ,
c1995
|
| Edition: | 2nd ed |
| Subjects: |
Table of Contents:
- 1. Introduction
- 2. Mechanics of futures and forward markets
- 3. The determination of forward and futures prices
- 4. Hedging strategies using futures
- 5. Interest-rate futures
- 6. Swaps
- 7. Mechanics of options markets
- 8. Basic properties of stock options
- 9. Trading strategies involving options
- 10. An introductions to binomial trees
- 11. The pricing of stock options using black-scholes
- 12. Options on stock indices and currencies
- 13. Options on futures
- 14. Hedging positions in options and the creation of options synthetically
- 15. Valuing options numerically using binomial trees
- 16. Biases in the black-scholes model
- 17. Interest-rate options