Financial Derivatives, 1st edition

  • Keith Redhead

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Overview

A complete, highly accessible introduction to futures, forwards, options and swaps.KEY TOPICS:Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, including currency forwards and futures, options, arbitrage, Black-Scholes and Binomial option pricing models. Discusses swaps. Presents numerous examples and worked "activities" to illustrate techniques and facilitate self-assessment.MARKET:Undergraduate and postgraduate introductory courses in financial derivatives, financial markets, institutions and investments.

Table of contents

Introduction
1. Stock Index Futures
2. Short-Term Interest Rate Futures xxx; The Basics
3. Short-Term Interest Rate Futures xxx; Advanced
4. Strategies
5. Long-Term Interest Rate (Bond) Futures
6. Currency Forwards and Futures
7. Options xxx; The Basics
8. Hedging with Options
9. Trading with Options
10. Arbitrage with Options
11. Black-Scholes Option Pricing Models
12. Binomial Option Pricing Models
13. Swaps 
APPENDICES:
(i) Glossary of Terms
(ii)References

Published by Pearson (October 31st 1996) - Copyright © 1997