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Financial derivatives : an introduction to futures, forwards, options and swaps

By: RedHead, KeithMaterial type: Text

TextPublication details: New Delhi : Prentice-Hall of India, 1997Description: xiv, 337 p. : illustrationsISBN: 9780132413992; 013241399X ; 9788120313705 ; 8120313704Subject(s): Financial futures | Derivative securitiesDDC classification: 658.15

Contents:

1. Introduction -- 2. Stock index futures -- 3. Short-term interest rate futures -- the basics -- 4. Short-term interest rate futures -- advanced strategies -- 5. Long-term interest rate (government bond) futures -- 6. Currency forwards and futures -- 7. Options -- the basics -- 8. Hedging with options -- 9. Trading with options -- 10. Arbitrage with options -- 11. Black-Scholes option pricing models -- 12. Binomial option pricing models -- 13. Swaps.

Summary: A complete, highly accessible introduction to futures, forwards, options and swaps. Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, including currency forwards and futures, options, arbitrage, Black-Scholes and Binomial option pricing models. Discusses swaps. Presents numerous examples and worked "activities" to illustrate techniques and facilitate self-assessment. Undergraduate and postgraduate introductory courses in financial derivatives, financial markets, institutions and investments.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Reference Books	Main Library Reference	Reference	658.15 RED (Browse shelf(Opens below))	Available		009702
Reference Books	Main Library Reference	Reference	658.15 RED (Browse shelf(Opens below))	Available		006449

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1. Introduction --
2. Stock index futures --
3. Short-term interest rate futures --
the basics --
4. Short-term interest rate futures --
advanced strategies --
5. Long-term interest rate (government bond) futures --
6. Currency forwards and futures --
7. Options --
the basics --
8. Hedging with options --
9. Trading with options --
10. Arbitrage with options --
11. Black-Scholes option pricing models --
12. Binomial option pricing models --
13. Swaps.

A complete, highly accessible introduction to futures, forwards, options and swaps. Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, including currency forwards and futures, options, arbitrage, Black-Scholes and Binomial option pricing models. Discusses swaps. Presents numerous examples and worked "activities" to illustrate techniques and facilitate self-assessment. Undergraduate and postgraduate introductory courses in financial derivatives, financial markets, institutions and investments.

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