'Futures options' presentation slideshows

Chapter 15

Chapter 15. Other Derivative Assets. Outline. Futures options Pricing futures options Warrants Other derivative assets. Futures Options. Characteristics Speculating with futures options Spreading with futures options Basis risk with spreads Hedging with futures options

646 views • 46 slides

Chapter 15

Chapter 15. Other Derivative Assets. Outline. Futures options Pricing futures options Warrants Other derivative assets. Futures Options. Characteristics Speculating with futures options Spreading with futures options Basis risk with spreads Hedging with futures options

599 views • 46 slides

Debt OPTIONS

Debt OPTIONS. Options on Treasury Securities: T-Bill Options. Options on T-Bills give the holder the right to buy a T-Bill with a face value of $1M and maturity of 91 days. Exercise price is quoted in terms of the IMM index and the following formula can be used to determine X:

602 views • 46 slides

Mortgage-Backed Futures and Options

Mortgage-Backed Futures and Options. ?? : ??? 91357018 ??? ??? 91357023 ??? ??? 91357024 ???. ????. ?? CDR ? Mortgage-backed futures ? futures-options ?? MBF , T-note ,T-bond hedge GNMA securities ??? ?? futures-options model

567 views • 37 slides

Managing Commodity Price Risk with Futures & Options

348 views • 21 slides

FUTURES AND OPTIONS Chapter 16

FUTURES AND OPTIONS Chapter 16. Futures and Options Relations Futures Option Contracts. Put-Call-Futures Parity. Conversion: Long in futures at fo Long in put Short in call At expiration the value of the position will be X-fo regardless of the price of the underlying asset.

475 views • 20 slides

International Developments in Futures and Options

International Developments in Futures and Options. Kelong Yan BA 543 May 18, 2011. Roadmap. The Origin Modern Exchange Markets Markets in Developed and Developing Countries LIFFE CBOT & CBOE China Supplement: Trading Floor Evolution Modern vs. Historical.

301 views • 19 slides

Chapter 23

Lecture Presentation Software to accompany Investment Analysis and Portfolio Management Seventh Edition by Frank K. Reilly & Keith C. Brown. Chapter 23. Derivatives. Forwards fix the price or rate of an underlying asset Options

330 views • 17 slides

THE BASICS on Futures & Options

THE BASICS on Futures & Options. Kansas City Board of Trade. What are futures and options?. A contract to make or take delivery of a product in the future, at a price set in the present

428 views • 11 slides

Optimal Investment Strategy

185 views • 9 slides

Optimal Investment Strategy

115 views • 9 slides