Understanding Futures Markets
Now in its sixth edition, Understanding Futures Markets by Robert Kolb (University of Colorado) and James Overdahl (Chief Economist of the Commodity Futures Trading Commission) provides the most comprehensive coverage of futures markets available.
This new edition features updated and enhanced discussions on:
- Event markets, proposition markets, weather futures, and macro futures
- Event markets, proposition markets, weather futures, and macro futures
- Globalization of futures markets
- Electronic trading platforms and the rise of electronic trading
- Manipulation of futures markets and methods of deterrence
- The commodity futures modernization act of 2000 and its effect on market regulation
- Hedging in a corporate environment
- Uses of futures by government entities
- Energy futures products
- Recent fiascos involving energy futures and related derivatives
- Single stock futures products and narrow-based stock index futures
- Accounting and taxation features of futures markets.
- Electronic trading platforms and the rise of electronic trading
- Manipulation of futures markets and methods of deterrence
- The commodity futures modernization act of 2000 and its effect on market regulation
- Hedging in a corporate environment
- Uses of futures by government entities
- Energy futures products
- Recent fiascos involving energy futures and related derivatives
- Single stock futures products and narrow-based stock index futures
- Accounting and taxation features of futures markets.
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Table of Contents:
Ch. 1. Introduction.
Ch. 2. Mechanics of futures markets.
Ch. 3. Hedging strategies using futures.
Ch. 4. Interest rates.
Ch. 5. Determination of forward and futures prices.
Ch. 6. Interest rate futures.
Ch. 7. Swaps.
Ch. 8. Mechanics of options markets.
Ch. 9. Properties of stock options.
Ch. 10. Trading strategies involving options.
Ch. 11. Introduction to binomial trees.
Ch. 12. Valuing stock options : the black-scholes model.
Ch. 13. Options on stock indices and currencies.
Ch. 14. Futures options.
Ch. 15. The Greek letters.
Ch. 16. Valuation using binomial trees.
Ch. 17. Volatility smiles.
Ch. 18. Value at risk.
Ch. 19. Interest rate options.
Ch. 20. Exotic options and other nonstandard products.
Ch. 21. Credit derivatives.
Ch. 22. Weather, energy, and insurance derivatives.
Ch. 23. Derivatives mishaps and what we can learn form them.
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Fundamentals of Futures and Options Markets (7th Edition)
