- Cover
- Title Page
- Preface
- Acknowledgments
- About the Author
- PART 1: Futures and Forward Contracts
- CHAPTER 1: Futures Markets
- Introduction to Futures and Options Markets
- The Nature of Futures Trading and the Role of the Clearinghouse
- Types of Futures Contracts
- The Organized Markets and Characteristics of Futures Trading
- Commodity Futures Hedging
- Commodity Speculating with Futures
- Pricing Futures and Forward Contracts: Carrying‐Cost Model
- Conclusion
- Selected References
- Problems and Questions
- Bloomberg Exercises
- CHAPTER 2: Currency Futures and Forward Contracts
- CHAPTER 3: Equity Index Futures
- CHAPTER 4: Interest Rate and Bond Futures and Forward Contracts
- CHAPTER 1: Futures Markets
- PART 2: Options Markets and Strategies
- CHAPTER 5: Fundamentals of Options Trading
- CHAPTER 6: Non‐Stock Options: Equity Index, Futures, OTC, and Embedded Options
- CHAPTER 7: Option Strategies
- Call Purchases
- Call Purchases in Conjunction with Other Positions
- Naked Call Writes
- Covered Call Writes
- Ratio Call Writes
- Put Purchases
- Naked Put Writes
- Covered Put Writes
- Ratio Put Writes
- Call Spreads
- Put Spreads
- Straddle, Strip, and Strap Positions
- Combinations
- Condors
- Simulated Stock Positions
- Conclusion
- Selected References
- Problems and Questions
- Bloomberg Exercises
- CHAPTER 8: Option Hedging
- PART 3: Option Pricing
- CHAPTER 9: Option Boundary Conditions and Fundamental Price Relations
- CHAPTER 10: The Binomial Option Pricing Model
- Single‐Period BOPM
- Multiple‐Period BOPM
- Estimating the BOPM
- Features of the BOPM
- Conclusion
- Selected References
- Problems and Questions
- Bloomberg Exercises
- Appendix 10A: Risk‐Neutral Pricing
- Risk‐Neutral Probability Pricing—Single‐Period Case
- Risk‐Neutral Probability Pricing—Multiple‐Period Case
- Appendix 10B: Discrete Dividend‐Payment Approach
- Example
- CHAPTER 11: The Black‐Scholes Option Pricing Model
- CHAPTER 12: Pricing Non‐Stock Options and Futures Options
- CHAPTER 13: Pricing Bond and Interest Rate Options
- PART 4: Financial Swaps
- PART 5: Supplemental Appendixes
- Appendix A: Overview and Guide to the Bloomberg System
- Bloomberg System—Bloomberg Keyboard
- Accessing Security Information
- Indexes
- Functionality
- Economic, Industry, Law, and Municipal Information Screens
- Monitor and Portal Screens
- Portfolios and Baskets
- Screening and Search Functions
- The Bloomberg Excel Add‐In: Importing Bloomberg into Excel
- Launchpad
- Conclusion
- Bloomberg Exercises
- Appendix B: Directory Listing of Bloomberg Screens by Menu and Function
- Appendix C: Uses of Exponents and Logarithms
- Appendix A: Overview and Guide to the Bloomberg System
- Index
- End User License Agreement
-
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