Sunil K. Parameswaran

Futures and options concepts and applications - New Delhi Tata McGraw Hill Education Private Limited 2010 - 553p.

9780070153127


introduction to futures
valuation of futures contracts
hedging and speculation
orders and exchanges
money market futures
bond market future
foreign exchange forwards and futures
stock and stock index futures
fundamental of options
arbitrage restrictions
option strategies and profit diagrams
valuation of options
options on stock indexes foreign currencies futures contracts and volatality indexes
exotic options
the term structure of interest rates and the valuation of interest rate options
fundamental of swaps
financial derivatives

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