The futures markets : arbitrage, risk management and portfolio strategies /
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Livro |
| Idioma: | Inglés |
| Publicado em: |
Chicago :
Probus,
c1990.
|
| Assuntos: |
Sumário:
- 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.