Financial Derivatives: An Introduction to Futures, Forwards, Options and Swaps

Introduction 1. Stock Index Futures 2. Short-Term Interest Rate Futures xxx The Basics 3. Short-Term Interest Rate Futures xxx Advanced 4. Strategies 5. Long-Term Interest Rate (Bond) Futures 6. Currency Forwards and Futures 7. Options xxx The Basics 8. Hedging with Options 9. Trading with Options 10. Arbitrage with Options 11. Black-Scholes Option Pricing Models 12. Binomial Option Pricing Models 13. Swaps APPENDICES: (i) Glossary of Terms (ii)References