FINANCIAL MARKETS, FINANCIAL INSTRUMENTS, AND FINANCIAL CRISIS

Mondher Bellalah
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Mondher Bellalah: Université de Cergy-Pontoise, France

Chapter 1 in Derivatives, Risk Management & Value, 2009, pp 3-66 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Chapter OutlineIntroductionTrading Characteristics of Commodity Contracts: The Case of OilFixed pricesFloating pricesExchange of futures for Physical (EFP)Description of Markets and Instruments: The Case of the International Petroleum ExchangeCharacteristics of Crude Oils and Properties of Petroleum ProductsSpecific features of some oil contractsDescription of Markets and Trading Instruments: The Brent MarketDescription of Markets and Trading Instruments: The Case of CocoaHow do the futures and physicals market work?ArbitrageHow is the ICCO price for cocoa beans calculated?Information on how prices are affected by changing economic factors?Cocoa varietiesCommodities — Market participants: The case of cocoa, coffee, and white sugarTrading Characteristics of Options: The Case of Equity OptionsOptions on equity indicesOptions on index futuresIndex options markets around the worldStock Index Markets and the underlying indices in EuropeTrading Characteristics of Options: The Case of Options on Currency Forwards and FuturesTrading Characteristics of Options: The Case of Bonds and Bond Options MarketsThe specific features of classic interest rate instrumentsThe specific features of mortgage-backed securitiesThe specific features of interest rate futures, options, bond options, and swapsSimple and Complex Financial InstrumentsThe Reasons of Financial InnovationsDerivatives Markets in the World: Stock Options, Index Options, Interest Rate and Commodity Options and Futures MarketsGlobal overviewThe main indexes around the world: a historical perspectiveSummaryQuestionsExercisesAppendixReferences

Keywords: Options; Forwards; Futures; Valuation; Hedging; Arbitrage; Speculation; Pricing (search for similar items in EconPapers)
Date: 2009
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