Financial Futures PrimerISBN: 978-1-57718-070-8
Paperback
320 pages
October 1997
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* Brief, yet comprehensive introduction to complex topics surrounding futures.
* All Futures contracts approached by a common pricing framework--the proposition that rational process preclude arbitrage profits.
* Mathematical demands upon the reader are minimal--uncomplicated, yet applied explanation provided for each topic.
* Emphasis placed on use of financial futures in risk management. Application examples focus on management of pre-existing risk.
* Begins discussion of financial futures and analysis of pricing with a tangible good--gold--that behaves and is priced like a financial future, but has no complicating cash flows, before proceeding to an extended coverage of financial futures.
* All Futures contracts approached by a common pricing framework--the proposition that rational process preclude arbitrage profits.
* Mathematical demands upon the reader are minimal--uncomplicated, yet applied explanation provided for each topic.
* Emphasis placed on use of financial futures in risk management. Application examples focus on management of pre-existing risk.
* Begins discussion of financial futures and analysis of pricing with a tangible good--gold--that behaves and is priced like a financial future, but has no complicating cash flows, before proceeding to an extended coverage of financial futures.
