Topics include operation of forward and futures markets; arbitrage and its application to forward and futures prices; hedging. Options - use of options in hedging and speculation; price bounds and putcall parity; elements of stochastic calculus and its application to the Black-Scholes model; delta hedging; binomial pricing models, early exercise and exotic options. Regulatory issues.

Lists linked to Futures and Options

Title Sort by title Year Last updated Sort by last updated
ECN358 - Futures and Options 2025-2026 Academic Year 03/09/2025 14:42:11