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2023•Edward Elgar Publishing eBooksRequires access

Futures and options

Refet S. Gürkaynak, Jonathan H. Wright

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Abstract

We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.

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What this paper is about

We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.

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Available abstract

We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.

Key concepts: Futures contract, Treasure, Financial economics, Risk aversion (psychology), Economics, Focus (optics), Futures market, Actuarial science

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