Introduction to Futures and Options Markets

Abstract

1. Introduction. I. FUTURES AND FORWARD MARKETS. 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. II. OPTIONS MARKETS. 7. Mechanics of Options Markets. 8. Basic Properties of Stock Options. 9. Trading Strategies Involving Options. 10. An Introduction 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. Value at Risk. 16. Valuing Options Numerically Using Binomial Trees. 17. Biases in the Black-Scholes Model. 18. Interest-rate Options. Answers to Quiz Questions. Computer Software. Glossary. Index.

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