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.
General
Imprint: |
World Scientific Publishing Co Pte Ltd
|
Country of origin: |
Singapore |
Release date: |
October 2023 |
Authors: |
Cheng-Few Lee
• John C. Lee
• Alice C. Lee
|
Pages: |
900 |
ISBN-13: |
978-981-12-8148-8 |
Categories: |
Books
|
LSN: |
981-12-8148-3 |
Barcode: |
9789811281488 |
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