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Visual Guide to Derivatives.

Author: R Stafford Johnson
Publisher: Somerset : John Wiley & Sons, Incorporated, 2017.
Series: Bloomberg Financial Ser.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Johnson, R. Stafford.
Visual Guide to Derivatives.
Somerset : John Wiley & Sons, Incorporated, ©2017
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: R Stafford Johnson
ISBN: 9781118240724 1118240723
OCLC Number: 1003265913
Notes: Boundary Conditions Governing Non-Stock Options.
Description: 1 online resource (787 pages).
Contents: Title Page; Table of Contents; Preface; Content; Acknowledgments; About the Author; PART 1: Futures and Forward Contracts; CHAPTER 1: Futures Markets; Introduction to Futures and Options Markets; The Nature of Futures Trading and the Role of the Clearinghouse; Types of Futures Contracts; The Organized Markets and Characteristics of Futures Trading; Commodity Futures Hedging; Commodity Speculating with Futures; Pricing Futures and Forward Contracts: Carrying-Cost Model; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises. CHAPTER 2: Currency Futures and Forward ContractsHedging with Foreign Currency Futures and Forward Contracts; Speculating with Foreign Currency Futures and Forward Contracts; Hedging and Speculating with Equivalent Money Market Positions; Carrying-Cost Model for a Currency; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises; CHAPTER 3: Equity Index Futures; Speculative Strategies; Hedging Equity Positions; Carrying-Cost Model for an Equity Index; Non-Equity Indexes; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises. CHAPTER 4: Interest Rate and Bond Futures and Forward ContractsTypes of Interest Rate Futures and Forward Contracts; Speculating with Interest Rate and Bond Futures Contracts; Hedging with Interest Rate and Bond Futures Contracts; Pricing Interest Rate and Bond Futures; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises; PART 2: Options Markets and Strategies; CHAPTER 5: Fundamentals of Options Trading; Option Terminology; Fundamental Option Strategies; Other Option Strategies; Option Price Relations; Put-Call Parity; Option Exchanges; Conclusion; Selected References. Problems and QuestionsBloomberg Exercises; CHAPTER 6: Non-Stock Options: Equity Index, Futures, OTC, and Embedded Options; Equity-Index Options; Futures Options; Over-the-Counter Options; Convertible Securities; Embedded Options; Equity and Debt as Call Option Positions; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises; CHAPTER 7: Option Strategies; Call Purchases; Call Purchases in Conjunction with Other Positions; Naked Call Writes; Covered Call Writes; Ratio Call Writes; Put Purchases; Naked Put Writes; Covered Put Writes; Ratio Put Writes; Call Spreads. Put SpreadsStraddle, Strip, and Strap Positions; Combinations; Condors; Simulated Stock Positions; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises; CHAPTER 8: Option Hedging; Hedging Stock Portfolio Positions; Hedging Currency and Commodity Positions; Hedging Fixed-Income Positions with Options; Conclusion; Selected References; Problems and Questions; Bloomberg Exercises; PART 3: Option Pricing; CHAPTER 9: Option Boundary Conditions and Fundamental Price Relations; Call Boundary Conditions; Put Boundary Conditions; Put and Call Boundary Conditions.
Series Title: Bloomberg Financial Ser.

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