Intermediate Futures And Options: An Active Learning Approach

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

ISBN 10: 9811281483 / ISBN 13: 9789811281488

Edité par World Scientific Publishing Co Pte Ltd, 2023

A propos de cet article

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.

N° de réf. du vendeur LU-9789811281488

Détails bibliographiques

• Titre: Intermediate Futures And Options: An Active Learning Approach
• Éditeur: World Scientific Publishing Co Pte Ltd
• Date de parution: 2023
• Langue: anglais
• ISBN à 10 chiffres: 9811281483
• ISBN à 13 chiffres: 9789811281488
• Reliure: Paperback
• État de l'article: New

A propos de ce titre

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.