{"title":"Options Markets and Trading","authors":"","doi":"10.1142/9781944659561_0014","DOIUrl":"https://doi.org/10.1142/9781944659561_0014","url":null,"abstract":"","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113965510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Arbitrage and Trading","authors":"","doi":"10.1142/9781944659561_0006","DOIUrl":"https://doi.org/10.1142/9781944659561_0006","url":null,"abstract":"","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"99 2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133860952","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Forwards and Futures Markets","authors":"R. Jarrow, Arkadev Chatterjea","doi":"10.1142/9781944659561_0008","DOIUrl":"https://doi.org/10.1142/9781944659561_0008","url":null,"abstract":"The following sections are included:IntroductionApplications and Uses of Forwards and FuturesA Brief History of Forwards and FuturesEarly Trading of Forward and Futures-Type ContractsUS Futures Exchanges and the Evolution of the Modern Futures Contract, 1848–1926Recent Developments, 1970 OnwardFutures Contract Features and Price QuotesCommodity and Financial Futures ContractsThe Gold Futures ContractGold Futures Price QuotesThe Exchange and ClearinghouseCommodity Price IndexesEXTENSION 8.1: Doomsters and BoomstersSummaryCasesQuestions and Problems","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123561056","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multiperiod Binomial HJM Model","authors":"R. Jarrow, Arkadev Chatterjea","doi":"10.1142/9781944659561_0024","DOIUrl":"https://doi.org/10.1142/9781944659561_0024","url":null,"abstract":"The following sections are included:IntroductionThe AssumptionsThe Two-Period ModelArbitrage-Free EvolutionsZero-Coupon Bond Prices and MartingalesCaplet PricingFloorlet PricingValuing Various Interest Rate DerivativesMultiple FactorsThe Multiperiod ModelForwards, Futures, and SwaptionsForward Rate AgreementsEurodollar FuturesComparing Forward and Futures RatesSwaptionsSummaryAppendixLinking the Binomial HJM Model and the HJM Libor ModelCasesQuestions and Problems","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132163071","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}