Options and Financial Futures: Valuation and Uses.

Abstract

Introduction to options profit diagrams arbitrage restrictions on option prices put-call parity binomial option pricing model the Black-Scholes option pricing model the importance of delta stock index options other options and applications introduction to financial futures financial futures pricing theory - the cost of carry model hedging with futures contracts stock index futures debt instruments - prices, yields and risk short term interest rate futures treasury bill and eurodollar futures foreign exchange futures futures options, debt options, foreign exchange options and swaps.

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