Options Futures and Other Derivatives Securities
- 2nd ed.
- New Jeersey : Prentice Hall , 1993 .
- xix . 492 p . : ill . ; 24 cm
Future Markets and the Use of Future for Heading. Forward and Futures Prices. Interest Rate Futures. Swaps. Options Markets. Protesting of Stock Option Prices. Trading Strategies Involving Options. A Model of the Behavior of Stock Prices. The Black-Scholes Analysis. Options on Stock Indices, Currencies, and Futures Contracts. A General Approach to Pricing Derivative Securities. Heading Positions in Options and Other Derivative Securities.