《Options Markets》是1985年2月8日Prentice Hall出版的圖書，作者是John C. Cox、Mark Rubinstein。
equity virtually intact; invest only in the world's most well-known, successful companies. The potential rewards of owning stock are substantial; so too, as recent markets have proven, are the risks. Let "Put Options"...
14 Futures markets I: fundamentals 15 Futures markets II: speculation and hedging 16 Futures markets III: applications 17 Swap contracts and swap markets 18 Options markets I: fundamentals 19 Options markets II: price ...
16 History of Options Markets 10 17 Types ofTrader11 18 Hedgers 11 19 Speculators 14 110 Arbitrageurs 17 111 Dangers 18 Summary 18 FurtherReading 20 Quiz 20 PracticeQuestions 20 FurtherQuestions 22 Chapter 2: ...
15 Options Markets 476 16 Option Valuation 509 17 Futures Markets and Risk Management 547 Part SIX ACTIVE INVESTMENT MANAGEMENT 581 18 Evaluating Investment Performance 582 Appendixes A References 619 B References to CFA ...
Options Markets Pricing of Futures and Options Contracts The Applications of Futures and Options Contracts Interest Rate Swap and Interest Rate Agreement Market The Market for Foreign Exchange Rate Risk Control Instruments Preface...
Chapter 11: Introduction to Options Markets Option Contract Defined Differences Between Options and Futures Contracts Risk and Return Characteristics of Options Pricing of Options Economic Role of the Option Markets Exotic Options ...
Task 2 Foreign Currency Options100 2.1Currency Options100 2.2Currency Options Markets102 2.3Currency Futures Options103 2.4Basic Option Pricing Relationships at Expiry104 2.5American Option Pricing Relationships107 2.6...
·Conditional Volatility and the Informational Efficiency of PHLX currency Options Markets, 1995, Journal of Banking and Finance, 19(4), 803-821. (Co-authored with S. Taylor) .·The Term Structure of Volatility Implied ...
Features of Futures Markets Money Market Instruments Contents Vll Margin Requirements Marking-to-Market and Price Movements Longer-Term Instruments Quality Delivery Options Hedging and Speculation Some Hedging Fundamentals Futures and...
Part Ⅰ Spot and Futures Markets 1 An Introduction to Financial Derivatives 1.1 Options 1.2 Futures Contracts and Options 1.3 Forward Contracts 1.4 Call and Put Spot Options 1.4.1 One-period Spot Market 1.4.2 ...
