The growth of the options and futures markets for financial assets has made available important tools to the professional investor. Derivative securities allow the investor to alter the risk-return characteristics of an investment in many different ways. This tutorial introduces the important characteristics of options and futures so that they can be used intelligently.
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4.0 out of 5 stars
Intuitive,
This review is from: Options and Futures: A Tutorial (The Research Foundation of AIMR and Blackwell Series in Finance) (Paperback)
A very good intuitive approach to options. Gives sound,concrete foundations for understanding and using options.
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Inside This Book
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First Sentence:
The growth in trading of financial options and futures began subsequent to the Chicago Board of Trade's 1973 organization of the Chicago Board Options Exchange (CBOE) to trade standardized option contracts on individual stocks. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
expirations expiration month, security price increases, security price moves, underlying security price, ending payoff, security price times, underlying security position, security price rises, hedging framework, bull call spread, current security price, implied repo rate, hedge ratio, deferred contract, anticipatory hedge, interest opportunity cost, inventory hedge, payoff profile, riskless bond, nearby contract, current futures price, security price changes, protective put, effective annual rate, parity relationship Key Phrases - Capitalized Phrases (CAPs): (learn more)
Net of Option Premiums, Chicago Mercantile Exchange, Expiration Approaches, Chicago Board of Trade, International Monetary Market, Relationship of Option Prices, Three-month Call New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Back Cover | Surprise Me!
The growth in trading of financial options and futures began subsequent to the Chicago Board of Trade's 1973 organization of the Chicago Board Options Exchange (CBOE) to trade standardized option contracts on individual stocks. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
expirations expiration month, security price increases, security price moves, underlying security price, ending payoff, security price times, underlying security position, security price rises, hedging framework, bull call spread, current security price, implied repo rate, hedge ratio, deferred contract, anticipatory hedge, interest opportunity cost, inventory hedge, payoff profile, riskless bond, nearby contract, current futures price, security price changes, protective put, effective annual rate, parity relationship Key Phrases - Capitalized Phrases (CAPs): (learn more)
Net of Option Premiums, Chicago Mercantile Exchange, Expiration Approaches, Chicago Board of Trade, International Monetary Market, Relationship of Option Prices, Three-month Call New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Back Cover | Surprise Me!
Citations (learn more)
This book cites 32
books:
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36
books
cite this book:
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- Advances in Futures and Options Research by Frank J. Fabozzi in Back Matter (1), Back Matter (2), and Back Matter (3)
- Options, Futures and Other Derivatives (6th Edition) by John C. Hull in Back Matter (1), and Back Matter (2)
- Advances in Futures and Options Research by Don M. Chance in Back Matter (1), and Back Matter (2)
- An Introduction to Options and Futures by Don M. Chance in Back Matter (1), and Back Matter (2)
- Interest Rate Futures: Concepts and Issues by Gerald D. Gay in Back Matter (1), and Back Matter (2)
See all 32 books this book cites
- Managed Futures and Their Role in Investment Portfolios (The Research Foundation of AIMR and Blackwell Series in Finance) by Don Chance in Front Matter, and Back Matter
- Corporate Governance and Firm Performance (The Research Foundation of AIMR and Blackwell Series in Finance) by Jonathan Karpoff in Front Matter
- Investing in Emerging Markets by Robert F. Bruner in Front Matter
- International Financial Contagion: Theory and Evidence in Evolution by Roberto Rigobon in Front Matter
- The Stochastic Programming Approach to Asset, Liability, and Wealth Management by William T. Ziemba in Front Matter
See all 36 books citing this book
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