Intermediate Futures and Options: An Active Learning Approach

Cheng Few Lee/ John Lee/ Alice Lee

ISBN 10: 9811281483 / ISBN 13: 9789811281488

Editore: WSPC, 2023

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1002 pages. 9.00x6.00x1.97 inches. In Stock. Codice articolo x-9811281483

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Titolo: Intermediate Futures and Options: An Active ...

Casa editrice: WSPC

Data di pubblicazione: 2023

Legatura: Paperback

Condizione: Brand New

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Riassunto:

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.