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035 _a15669
020 _a859416240
040 _aGR-AtMCL
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245 1 _aIntroduction to Financial Futures and Options
250 _a1
260 _c1990
300 _a228
520 _aA practical introduction to the subject, which assumes no previous knowledge but which nevertheless takes the reader to a reasonably high level of sophistication. Preface, Introduction, Currency Futures, Short-Term Interest Rate Futures, Long-Term Interest Rate Futures, Stock Index Futures, Hedging with Options, Trading with Options, Arbitrage with Options, Derivatives in Portfolio Management, Taxation, Outlook for the Future, Appendices, The Role of Stock Index Futures in the Stock Market Crash of October 1987, The Black-Scholes Option Pricing Model, Delta and Gamma and Kappa, Glossary, Index.
700 1 _aRedhead Keith
_91617
700 1 _aWoodhead-Faulkner
_91158
942 _cBK
999 _c1232
_d1232