The futures markets : arbitrage, risk management and portfolio strategies /
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| Other Authors: | |
| Format: | Book |
| Language: | Inglés |
| Published: |
Chicago :
Probus,
c1990.
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| Subjects: |
Table of Contents:
- 1. Introduction to futures contracting.
- 2. The pricing of futures contracts.
- 3. Risk management.
- 4. Stock index futures.
- 5. Short-term interest rate futures.
- 6. Long-term interest rate futures.
- 7. Foreign exchange futures.
- 8. Commodity futures.
- 9. Options and options on futures.
- 10. Interest rate swaps.