Intermediate Futures and Options: An Active Learning Approach (Hardcover) (ISBN-13: 9789811280269)

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.

Author: Cheng Few Lee, John C. Lee, Alice C. Lee
ISBN-10: 9811280266
ISBN-13: 9789811280269
Publisher: World Scientific Publishing Company
Language: English
Published: 11/02/2023
Pages: 1000
Format: Hardcover
Weight: 3.29lbs
Size: 9.00h x 6.00w x 2.06d