Fundamentals of Futures and Options Markets and Derivagem Package

       Preface

Introduction
Mechanics of Futures and Forward Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Mechanics of Options Markets
Properties of Stock Options
Trading Strategies Involving Options
Introduction to Binomial Trees
Valuing Stock Options: The Black-Scholes Model
Options on Stock Indices and Currencies
Futures Options
The Greek Letters
Binomial Trees in Practice
Volatility Smiles
Value at Risk
Interest-Rate Options
Exotic Options and Other Non-Standard Instruments
Credit Derivatives
Insurance, Weather, Energy, and Credit Derivatives
Derivatives Disasters and What We Can Learn From Them

Glossary of Terms

DerivaGem Software

Major Exchanges Trading Futures and Options

Table for N(x) when x<0

Table for N(x) when x>0

Index