Futures and Options Markets An Introduction April 1st edition by Colin Carter 0615703151 9780615703152

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ISBN 10: 0615703151

ISBN 13: 9780615703152

Author: Colin Carter

Futures and Options Markets: An Introduction provides the reader with an economic understanding of the development and operation of global futures and options markets, where everything from coffee to gold to foreign currencies are traded. Starting with the fundamentals of commodity futures, the text advances the reader through the exciting world of financial futures and options, including currencies and equity indexes. Utilizing real-world examples, this text brings the markets to life by explaining how and why these markets function, how they indirectly affect us in our daily lives, and how they are used to manage market risk.

Futures and Options Markets An Introduction April 1st Table of contents:

1.Introduction to Derivative Markets
1.1 Overview of Futures and Options Markets
1.2 Key Concepts: Hedging, Speculation, and Arbitrage
1.3 Importance and Functions of Derivatives

2.Fundamentals of Futures Contracts
2.1 Structure and Characteristics of Futures Contracts
2.2 Role of Standardization and Clearinghouses
2.3 Margin Requirements and Daily Settlement
2.4 Futures Exchanges and Trading Systems

3.Futures Pricing Principles
3.1 Cost of Carry Model
3.2 Arbitrage and Market Efficiency
3.3 Futures Pricing for Commodities and Financial Assets

4.Hedging with Futures
4.1 Introduction to Hedging Strategies
4.2 Short and Long Hedge Techniques
4.3 Understanding Basis and Basis Risk
4.4 Calculating Optimal Hedge Ratios

5.Introduction to Options Contracts
5.1 Key Characteristics of Options
5.2 Call and Put Options: Definitions and Types
5.3 Differences between American and European Options

6.Options Pricing and Valuation
6.1 Intrinsic Value and Time Value Concepts
6.2 Factors Influencing Option Pricing
6.3 The Moneyness of Options
6.4 The Put-Call Parity Principle

7.The Binomial Option Pricing Model
7.1 Building a Binomial Model
7.2 Risk-Neutral Valuation and Application
7.3 Valuing American vs. European Options

8.The Black-Scholes Model
8.1 Key Assumptions and Derivation
8.2 Applying Black-Scholes Formula
8.3 Implied Volatility and Model Limitations

9.Option Sensitivity Measures (Greeks)
9.1 Introduction to Delta, Gamma, Vega, Theta, and Rho
9.2 Greeks in Managing Portfolio Risk
9.3 Using Greeks for Hedging

10.Advanced Options Strategies
10.1 Protective Puts and Covered Calls
10.2 Spread Strategies: Vertical, Horizontal, and Diagonal
10.3 Combination Strategies: Straddles, Strangles, and Spreads

11.Risk Management and Regulation
11.1 Clearinghouses and Their Role in Risk Mitigation
11.2 Overview of Derivatives Regulation
11.3 Case Studies on Derivative Use in Risk Management

12.Global Perspectives in Derivatives Markets
12.1 International Futures and Options Markets
12.2 Currency Derivatives and Global Trading
12.3 Regulatory and Market Structure Variations

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