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Fundamentals of futures and options markets/
This is a reader-friendly book with an abundance of numerical and real-life examples. The text explores the fundamentals of futures and options markets and presents an accessible and student-friendly overview of the topic without the use of calculus.
| Format: | Printed Book |
|---|---|
| Language: | English |
| Published: |
Noida:
Pearson,
2018.
|
| Edition: | 9th ed. |
| Subjects: |
Table of Contents:
- 1. Introduction 2. futures markets and central counterparties 3. Hedging strategies using futures 4. Interest rates 5. Determination of forward and futures prices 6. Interest rate futures 7. Swaps 8. Securitization and the credit crisis of 2007 9. Mechanics of options markets 10. Properties of stock options 11. Trading strategies involving options 12. Introduction to binomial trees 13. Valuing stock options: The Black -Scholes -Merton model 14. Employee stock options 15. Options on stock indices and currencies 16. Futures options and Black's model 17. The Greek letters 18. Binomial trees in practice 19. Volatility smiles 20. Value at risk and expected shortfall 21. Interest rate options 22. Exotic options and other nonstandard products 23. Credit derivatives 24. Weather, Energy and Insurance derivatives 25. Derivatives mishap and what we can learn from them Answers to Quiz Questions Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x) when x ≤ 0 Tables for N(x)when x ≤ 0 Index