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Description

This sixth edition surveys the broad sweep of futures markets as they exist in the United States. In the last twenty years, US futures markets have exploded in a flowering that continued through the 1980s, struggled in the early 1990s, and continues struggling toward full maturity in the mid-1990s. New contracts have been introduced, and entirely new possibilities have been explored.

The book attempts to cover all recent developments in a manner to a wide range of readers. Yet the book offers unparalleled breadth and depth of coverage. The mathematical demands placed on the reader are modest, yet sufficient mathematical detail is included to ensure a thorough treatment of pricing principles.

Realizing that not every reader will be interested in every aspect of the futures markets, the chapters are organised to facilitate access to specific futures markets. Where the book considers particular aspects of the market in detail, the material is broken into two chapters, one for the basics and one for the refinements.

As with earlier editions, the sixth edition is accompanied by futures data that have been expanded and updated.

Chapter Headings

1. Futures Markets: Introduction

2. Futures Markets: Refinements

3. Futures Prices

4. Using Futures Markets

5. Agricultural and Metallurgic Futures Contracts

6. A Bond Primer

7. Interest Rate Futures: Introduction

8. Interest Rate Futures: Refinements

9. Stock Index Futures: Introduction

10. Stock Index Futures: Refinements

11. Foreign Exchange Futures

12. An Options Primer

13. Options on Futures