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Fundamentals of Futures and Options Markets presents an accessible and student-friendly overview of the topic without the use of calculus. Introduction; Mechanics of Futures and Forward Markets; Hedging Strategies Using Futures; Interest Rates; Determination of Forward and Futures Prices; Interest Rate Futures; Swaps; Securitization and the Credit Crisis of 2007; Mechanics of Options Markets; Properties of Stock Options; Trading Strategies Involving Options; Introduction to Binomial Trees; Valuing Stock Options: The Black-Scholes-Merton Model; Employee Stock Options; Options on Stock Indices and Currencies; Futures Options; The Greek Letters; Binomial Trees in Practice; Volatility Smiles; Value at Risk; Interest-Rate Options; Exotic Options and Other Non-Standard Instruments; Credit Derivatives; Insurance, Weather, Energy, and Credit Derivatives; Derivatives Disasters and What We Can Learn From Them For practitioners who want to improve their understanding of futures and options markets.
Table of Contents
Chapter 1. Introduction Chapter 2. Mechanics of Futures and Forward Markets Chapter 3. Hedging Strategies Using Futures Chapter 4. Interest Rates Chapter 5. Determination of Forward and Futures Prices Chapter 6. Interest Rate Futures Chapter 7. Swaps Chapter 8. Securitization and the Credit Crisis of 2007 Chapter 9. Mechanics of Options Markets Chapter 10. Properties of Stock Options Chapter 11. Trading Strategies Involving Options Chapter 12. Introduction to Binomial Trees Chapter 13. Valuing Stock Options: The Black-Scholes-Merton Model Chapter 14. Employee Stock Options Chapter 15. Options on Stock Indices and Currencies Chapter 16. Futures Options Chapter 17. The Greek Letters Chapter 18. Binomial Trees in Practice Chapter 19. Volatility Smiles Chapter 20. Value at Risk Chapter 21. Interest-Rate Options Chapter 22. Exotic Options and Other Non-Standard Instruments Chapter 23. Credit Derivatives Chapter 24. Insurance, Weather, Energy, and Credit Derivatives Chapter 25. Derivatives Disasters and What We Can Learn From Them