Derivatives markets

by Goldenberg, David Harold

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Title Statements

Full title :Derivatives markets / David H. Goldenberg.

Edition Statements

Publication Date:2015.

Publication Statements

Publisher(s):Routledge
Place of Publication:London
Language:eng
Publication Date:2015.

Notes

Previously issued in print: 2013.

The Physical Object

Description:1 online resource

Edition Identifiers

ISBN:9781317423553, 1317423550, 9781317423560, 1317423569, 9781317423546, 1317423542
oclc:ocn944156914
LC Classification:HG6024.A3
Dewey Decimal:332.6457

Cover; Half Title; Title Page; Copyright Page; Table of Contents; List of figures; List of tables; Preface; Acknowledgments; PART 1 Forward Contracts and Futures Contracts; CHAPTER 1 SPOT, FORWARD, AND FUTURES CONTRACTING; 1.1 Three Ways to Buy and Sell Commodities; 1.2 Spot Market Contracting (Motivation and Examples); 1.3 Forward Market Contracting (Motivation and Examples); 1.4 Problems with Forward Markets; 1.5 Futures Contracts as a Solution to Forward Market Problems (Motivation and Examples); 1.6 Futures Market Contracting; 1.7 Mapping Out Spot, Forward, and Futures Prices.

1.7.1 Present and Future Spot Prices1.7.2 Forward Prices; 1.7.3 Futures Prices; CHAPTER 2 HEDGING WITH FORWARD CONTRACTS; 2.1 Motivation for Hedging; 2.2 Payoff to a Long Forward Position; 2.3 Payoff to a Short Forward Position; 2.4 Hedging with Forward Contracts; 2.5 Profits to a Naked (Unhedged) Long Spot Position; 2.6 Profits to a Fully Hedged Current Long Spot Position; 2.7 Adding Profit Tables to Determine Profits from a Fully Hedged Position; 2.8 Combining Charts to See Profits from the Hedged Position; CHAPTER 3 VALUATION OF FORWARD CONTRACTS ON ASSETS WITHOUT A DIVIDEND YIELD.

3.1 Comparing the…