Futures and Options: Theory and Applications
Hans R. Stoll and 
Robert E. Whaley

Preface

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Chapters

1. Introduction to futures and options

2. Functioning of futures and options markets

3. Structure of futures prices

4. Hedging with futures contracts

5. Risk and return in futures markets

6. Futures contracts on physical commodities

7. Stock index futures contracts

8. Interest rate futures contracts

9. Currency futures contracts

10. Structure of option prices: Arbitrage relations

11. Valuation of options

12. Option trading strategies

13. Common stock option contracts

14. Stock index and stock index futures option contracts

15. Interest rate and interest rate futures option contracts

16. Other option contracts

References

References