Forwards and Futures Markets

Robert Jarrow () and Arkadev Chatterjea

Chapter 8 in An Introduction to Derivative Securities, Financial Markets, and Risk Management, 2024, pp 152-169 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionApplications and Uses of Forwards and FuturesA Brief History of Forwards and FuturesEarly Trading of Forward and Futures-Type ContractsUS Futures Exchanges and the Evolution of the Modern Futures Contract, 1848–1926Recent Developments, 1970 OnwardFutures Contract Features and Price QuotesCommodity and Financial Futures ContractsThe Gold Futures ContractGold Futures Price QuotesThe Exchange and ClearinghouseCommodity Price IndexesEXTENSION 8.1: Doomsters and BoomstersSummaryCasesQuestions and Problems

Keywords: Derivatives; Financial Markets; Risk Management; Arbitrage; Financial Engineering; Forwards; Futures; Call Options; Put Options; European Options; American Options; Swaps; Currency Swaps; Interest Rate Swaps; Commodity Swaps; Equity Swaps; Credit Default Swaps; Commodity Derivatives; Equity Derivatives; Index Derivatives; Interest Rate Derivatives; Commodities; Margins and Daily Settlements; Binomial Model; Black-Scholes Model; Black-Scholes-Merton Model; Delta Hedging; Gamma Hedging; Heath-Jarrow-Morton Model; Libor Model; Forward Rate Agreements; Interest Rate Futures; Interest Rate Options; Market Manipulation; Regulation; Derivatives Exchanges (search for similar items in EconPapers)
JEL-codes: C58 G1 G10 G13 G2 G20 G32 (search for similar items in EconPapers)
Date: 2024
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