Introductory Note

Chapters in this book

1. Front Matter i
2. Contents xiii
3. 1 How derivative exchanges and markets are structured 1
4. Preface v
5. Authors vii
6. Introductory Note ix
7. List of Abbreviations xi
8. 2 Set-up and structure of derivatives exchanges - the Eurex case study 15
9. 3 Options - Conditional derivatives 25
10. 4 The pricing of options 33
11. 5 Strategies involving options 51
12. Back Matter 183
13. 6 Futures - unconditional derivative instruments 71
14. 7 Pricing of futures 83
15. 8 Strategies involving futures 89
16. 9 Options on futures, synthetic structures and combinations 101
17. 10 Foreign currency derivatives 109
18. 11 Commodity futures trading 121
19. 12 Pricing and infuencing factors in commodity futures trading 129
20. 13 Strategies with commodity futures and currency futures 137
21. 14 Over the counter derivatives 143
22. 15 Credit derivatives 155
23. 16 Structuring complex portfolios with derivatives 161
24. 17 Margining 173
25. Appendix 183
26. Subject Index 279