Options Markets and Trading

Robert Jarrow () and Arkadev Chatterjea

Chapter 14 in An Introduction to Derivative Securities, Financial Markets, and Risk Management, 2024, pp 286-307 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionExchange-Traded OptionsA History of OptionsEarly Trading of OptionsThe Year 1973: The Watershed Year and AfterEXTENSION 14.1: Options on FuturesOption Contract FeaturesMaturity DatesStrike PricesMargin Requirements and Position LimitsDividends and Stock SplitsOptions Trading, Exercising, and the Expiration ProcessThe Trading ProcessExercising the OptionThe Expiration ProcessOptions Price QuotesRegulation and Manipulation in Options MarketsSummaryCasesQuestions 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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