Intermediate Futures and Options:An Active Learning Approach

Cheng Few Lee, John Lee and Alice Lee
Additional contact information
Cheng Few Lee: Rutgers University, USA
John Lee: Center for PBBEF Research, USA
Alice Lee: Center for PBBEF Research, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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.

Keywords: Futures; Options; Futures Contract; Option Contracts; Swaps; Risk Management; Securities; Bond Valuation; Portfolio Analysis; Derivatives; Commodity Futures; Financial Futures; Stock-Index Futures; Put-Call Parities; Option Pricing Theory; Currency Option; Exotic Options (search for similar items in EconPapers)
JEL-codes: G1 G11 G3 G32 (search for similar items in EconPapers)
Date: 2023
ISBN: 9789811280269
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