Futures and Options [Hardback]Theory and Applicationsby Hans R Stoll and Robert WaleyThis book is OUT OF PRINT You may be able to find a copy at ABE Books Description of Futures and OptionsThis book provides a complete introduction to futures and options, written by two of the top authorities on the subject.Stoll and Whaley deliver an integrated discussion of futures and option contract markets, including traditional commodity markets for grain, livestock, and precious metals, and the derivative markets for stocks, stock indices, bonds, and currencies. Futures and Options offers a systematic approach to identifying the pricing links that join commodity, options, futures, and futures option markets. Detailed illustrations of futures and option contracts in managing risk/return characteristics of various commodity positions are provided. The book emphasises applications of theory as it: - examines the similarities and differences in trading procedures and other institutional arrangements of the futures and option markets - offers detailed descriptions of contract specifications - develops pricing relations that link futures and option markets to the markets for the underlying assets - offers pricing methods for valuing exchange-traded European and American-style options as well as selected over the counter exotic options Title Information
Write a review of this book Customer Reviews from AmazonContents of Futures and OptionsPart 1: Institutional Background1. Introduction to Futures and Options 2. Functioning of Futures and Option Markets Part 2: Futures 3. Structure of Futures Prices 4. Hedging with Futures Contracts 5. Risk and Return in Future Markets 6. Futures Contracts on Physical Commodities 7. Stock Index Futures Contracts 8. Interest Rate Futures Contracts 9. Currency Futures Contracts Part 3: Options 10. Structure of Option Prices: Arbitrage Relations 11. Valuation of Options 12. Option Trading Strategies 13. Common Stock Option Contracts 14. Stock Index and Stock Index Futures Option Contracts 15. Interest Rate and Interest Rate Futures Option Contracts 16. Other Option Contracts |
Related CategoriesPopular TitlesRecently Viewed
|