Intermediate Futures and Options: An Active Learning Approach

Lee, Cheng Few; Lee, John C; Lee, Alice C

ISBN 10: 9811280266 / ISBN 13: 9789811280269

Edité par World Scientific Pub Co Inc, 2023

In. N° de réf. du vendeur ria9789811280269_new

Synopsis :

Futures and Options are concerned with the valuation of derivatives and their application to hedging and speculating investments. This book contains 22 chapters and is divided into five parts. Part I contains an overview including a general introduction as well as an introduction to futures, options, swaps, and valuation theories. Part II: Forwards and Futures discusses futures valuation, the futures market, hedging strategies, and various types of futures. Part III: Option Theories and Applications includes both the basic and advanced valuation of options and option strategies in addition to index and currency options. Part IV: Advanced Analyses of Options takes a look at higher level strategies used to quantitatively approach the analysis of options. Part V: Special Topics of Options and Futures covers the applications of more obscure and alternative methods in derivatives as well as the derivation of the Black-Scholes Option Pricing Model.

This book applies an active interdisciplinary approach to presenting the material; in other words, three projects involving the use of real-world financial data on derivative, in addition to homework assignments, are made available for students in this book.

Détails bibliographiques

Titre : Intermediate Futures and Options: An Active ...
Éditeur : World Scientific Pub Co Inc
Date d'édition : 2023
Reliure : Couverture rigide
Etat : New