Robert E. Whaley

  • Home

  • Bio/CV

  • Research articles

    • 1970-1979
    • 1980-1989
    • 1990-1999
    • 2000-2009
    • 2010-2019
    • 2020-2029
    • Working papers
  • Other publications

    • Books
    • Monographs
    • Proceedings
  • Courses

    • Applied Investment Management
  • OptVal

  • Press

  • Recipes

  • More

    Use tab to navigate through the menu items.

    whaley@vanderbilt.edu

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

    Traditional Library

    Preface

    ​

    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

    ©2020-22 by Robert E. Whaley.