Microsoft PowerPoint - PoF.ppt

Overviewƒ 125

Introduction

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Forwards

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Futures

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Options

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Swaps

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Additional literature

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Sercu, P. and Uppal, R.,

International Financial Markets and the Firm

, 1995.

Relevant chapters: 1-8 and 10.

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Hull, J.C., Options, Futures, and Ot

her Derivatives, 5t

h edition, 2002.

Relevant chapters: 1-4, 6, 8-12, 14, 15, and 19.

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Shreve, S.E., Stochastic Calculus fo

r Finance I The Binomial Asset Pricing

Model, 2004. Relevant chapters: 1 and 2.

Derivative securities