Investment / Trading

Futures and Options

By Sunil Parameswaran
McGraw Hill Higher Education November 2010

Specifications

ISBN-13
9780071313643
Publisher
McGraw Hill Higher Education
Publication
November 2010
Format
Paperback , 600 pages
Jurisdiction
International ? Countri(es) for reference only

Details

This book presents an in-depth exposition of the major derivative categories, namely futures, options, and swaps. Written in a racy and conversational style, the book simulates a one-on-one discussion between the reader and the author. It covers the intricacies of the financial instruments and the markets in which they are traded. It is embellished with sufficient numerical examples to facilitate the learning process. Readers are given adequate opportunities to test their comprehension by way of end-of-chapter questions and review of key concepts.

The book is intended to serve as a one-stop reference for traders, investors, and serious students of Finance. It is a stand-alone text that seamlessly integrates material on the underlying financial securities such as stocks, stock indices, money and bond markets, and foreign exchange with the core concepts of the derivatives markets. It can also serve as a textbook for a graduate level course on futures and options, and readers should find that it provides adequate coverage of both forwards and futures contracts and options contracts.

The text can also be used as supplementary material for courses on financial markets and international finance. Market professionals will find this book a useful and handy reference in their daily work.


Key Features of this Book
' Foreword by Professor Tom Smith (Australian National University)
' Exhaustive coverage of both futures and options
' A racy and conversational style of exposition
' Numerous illustrations and examples
' Assignment questions and review of key concepts
that provide an in-depth test of the readers' comprehension

Table of Contents

Foreword
About the Author
Preface
Acknowledgments
Figures and Tables
1. Introduction to Futures
2. Valuation of Futures Contracts
3. Hedging and Speculation 
4. Orders and Exchanges
5. Money Market Futures
6. Bond Market Futures
7. Foreign Exchange Forwards and Futures
8. Stock and Stock Index Futures
9. Fundamentals of Options
10. Arbitrage Restrictions
11. Options Strategies and Profit Diagrams
12. Valuation of Options
13. Options on Stock Indices, Foreign Currencies, Futures Contracts, and Volatility Indices
14. Exotic Options
15. Term Structure of Interest Rates and Valuation of Interest Rate Options
16. Fundamentals of Swaps
Index

About the Author

Sunil K Parameswaran is the CEO of Tarheel Consultancy Services, Bangalore

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