Table of Contents
Acknowledgments.
Foreword.
1. Overview of Derivative Securities and Markets.
2. Futures Contracts: Pricing Relationships.
3. Risk Management Using Futures Contracts: Hedging.
4. Option Characteristics and Strategies: Risk and Return.
5. Option Contracts: Pricing Relationships.
6. Short-Term Behavior of Option Prices: Hedging Relationships.
Exercises for Futures and Options.
Appendix A. Contract Specifications for Selected Futures and Options.
Appendix B. Interest Rate Concepts.
Appendix C. Price Behavior of Fixed-Income Securities.
Appendix D. Cumulative Normal Distribution.
References.
Glossary.