1992•Medical Entomology and ZoologyRequires access

Futures and Options: Theory and Applications

Stoll, R Hans

Abstract

Part I: Institutional background. Introduction to futures and options. Functioning of futures and options markets. Part II: Futures. Structure of futures prices and the basics. Hedging with future contracts. Risk and rerun in future contracts. Agricultural futures. Stock index futures. Interest rate futures. Currency futures. Part III: Options. Structure of option prices. The put-call. Determinants of options prices. Hedging with options. Common stock options. Stock index options. Interest rate options. Currency options. Part IV: Finanicial Innovation.

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Key concepts: Futures contract, Currency, Financial economics, Forward market, Spread trade, Stock index futures, Economics, Index (typography)