Screen LibraryOptions, futures & other derivatives
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| Main Authors: | |
|---|---|
| Published: |
Prentice Hall,
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| Publisher Address: | Upper Saddle River, NJ |
| Publication Dates: | c2000. |
| Literature type: | Book |
| Language: | English |
| Edition: | 4th ed. |
| Subjects: | |
| Carrier Form: | xix, 698 p.: ill. ; 24 cm. +1 computer disk (3 1/2 in.) |
| ISBN: |
0130224448 9780130224446 0130158224 9780130158222 |
| Index Number: | F830 |
| CLC: | F830.9 |
| Call Number: | F830.9/H913-1/4th.ed. |
| Contents: |
Exchange. Includes bibliographical references and index. Forward Contracts -- Futures Contracts -- Options -- Other Derivatives -- Types of Traders -- Those Big Losses -- Futures Markets and the Use of Futures for Hedging -- Trading Futures Contracts -- Specification of the Futures Contract -- Operation of Margins -- Newspaper Quotes -- Convergence of Futures Price to Spot Price -- Settlement -- Regulation -- Hedging Using Futures -- Optimal Hedge Ratio -- Rolling the Hedge Forward -- Accounting and Tax -- Forward and Futures Prices -- Some Preliminaries -- The Forward Price for an Investment Asset -- The Effect of Known Income -- The Effect of a Known Dividend Yield -- Value of a Forward Contract -- Forward Prices versus Futures Prices. |