The handbook of stock index futures and options:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Homewood, Ill.
Dow Jones-Irwin
1989
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 446 S. graph. Darst. |
| ISBN: | 1556231040 |
Staff View
MARC
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| 245 | 1 | 0 | |a The handbook of stock index futures and options |c ed. by Frank J. Fabozzi ... |
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS 1. INTRODUCTION, FRANK J. FABOZZI AND GREGORY M. KIPNIS 1
SECTION ONE BACKGROUND INFORMATION 2. RISK-RETURN CHARACTERISTICS OF
STOCK INDEX FUTURES AND OPTIONS, DON M. CHANCE 11 3. A COMPARATIVE GUIDE
TO STOCK INDEX FUTURES CONTRACTS, BRUCE M. COLLINS 39 4. A COMPARATIVE
GUIDE TO STOCK INDEX OPTIONS, BRUCE M. COLLINS AND JAMES A. SCHMIDT 48
5. MECHANICS OF TRADING STOCK INDEX FUTURES, BRUCE M. COLLINS AND FRANK
J. FABOZZI 58 6. MECHANICS OF TRADING STOCK INDEX OPTIONS, BRUCE M.
COLLINS AND JAMES A. SCHMIDT 71 SECTION TWO PRICING AND PERFORMANCE
CHARACTERISTICS 7. STOCK MARKET INDICATORS, JOANNE M. HILL, FRANK J.
FABOZZI, AND JONATHAN C. JANKUS 81 8. PRICING OF STOCK INDEX FUTURES, H.
NICHOLAS HANSON AND ROBERT W. KOPPRASCH 102 9. CLASSICAL THEORY,
DIVIDEND DYNAMICS, AND STOCK INDEX FUTURES PRICING, GREGORY M. KIPNIS
AND STEVE TSANG 121 10. PRICING PATTERNS IN STOCK INDEX FUTURES, DONALD
B. KEIM AND MICHAEL SMIRLOCK 142 11. PRICING DETERMINANTS, ROLE IN RISK
MANAGEMENT, AND OPTION EVALUATION FOR OPTIONS ON STOCK INDEXES AND STOCK
INDEX FUTURES, FRANK J. FABOZZI, GARY L. GASTINEAU, AND AL- BERT
MADANSKY 158 IX CONTENTS SECTION THREE APPLICATIONS 12. PORTFOLIO
INSURANCE, HAYNE LELAND 173 13. HEDGING WITH STOCK INDEX FUTURES, FRANK
J. FABOZZI AND EDGAR E. PETERS 188 14. USING STOCK INDEX FUTURES FOR
UNCERTAIN ARBITRAGE, CRISOSTOMO B. GARCIA AND FLOYD J. GOULD 223 15.
MECHANICS OF TRADING FOR INDEX ARBITRAGE, DONALD L. LUSKIN 238 16.
APPLICATIONS OF STOCK INDEX FUTURES TO INDEX FUND MANAGE- MENT, FRANK J.
FABOZZI, T. DESSA FABOZZI, AND EDGAR E. PETERS 244 17. PENSION FUNDS,
PROGRAM TRADING, AND STOCK INDEX FUTURES, W. GORDON BINNS, JR. 258 18.
THE USE OF STOCK INDEX OPTIONS IN CORPORATE CASH MANAGE- MENT, KEITH C.
BROWN, ROGER G. CLARKE, AND MEIR STATMAN 273 19. THE USE OF FUTURES AND
OPTIONS IN DIVIDEND CAPTURE STRAT- EGIES, DAVID T. POSEN AND BRUCE M.
COLLINS 291 20. ASSET ALLOCATION USING FUTURES CONTRACTS, MARK A. ZURACK
AND RAVI E. DATTATREYA 310 21. ACTIVE PORTFOLIO MANAGEMENT, STANLEY J.
KON 334 22. CONTROLLING FOR VARIATION MARGIN RISK IN STOCK INDEX
FUTURES, BRUCE D. FIELITZ AND GERALD D. GAY 350 23. INVESTMENT
OPPORTUNITIES USING VALUE LINE FUTURES, ROBERT D. ARNOTT AND ROGER G.
CLARKE 365 SECTION FOUR OTHER CONSIDERATIONS 24. THE PSYCHOLOGY OF
TRADING INDEX FUTURES AND OPTIONS, B. THOMAS BYRNE, JR. 379 25.
ACCOUNTING FOR STOCK INDEX FUTURES AND OPTIONS, BENJAMIN S. NEUHAUSEN
405 26. STOCK INDEX FUTURES IN HISTORICAL PERSPECTIVE, BENJAMIN
WOLKOWITZ 417 INDEX 437
|
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| callnumber-raw | HG6043.H36 1989 |
| callnumber-search | HG6043.H36 1989 |
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| dewey-search | 332.63/222 332.63/222 19 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T16:11:03Z |
| institution | BVB |
| isbn | 1556231040 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002670814 |
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| spelling | The handbook of stock index futures and options ed. by Frank J. Fabozzi ... Homewood, Ill. Dow Jones-Irwin 1989 X, 446 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Options (Finances) ram Stock index futures Options (Finance) Termingeschäft (DE-588)4117190-1 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf Optionsgeschäft (DE-588)4043670-6 gnd rswk-swf Aktienindex (DE-588)4141735-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Optionsgeschäft (DE-588)4043670-6 s Financial Futures (DE-588)4128564-5 s Aktienindex (DE-588)4141735-5 s DE-604 Termingeschäft (DE-588)4117190-1 s Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002670814&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The handbook of stock index futures and options Options (Finances) ram Stock index futures Options (Finance) Termingeschäft (DE-588)4117190-1 gnd Financial Futures (DE-588)4128564-5 gnd Optionsgeschäft (DE-588)4043670-6 gnd Aktienindex (DE-588)4141735-5 gnd |
| subject_GND | (DE-588)4117190-1 (DE-588)4128564-5 (DE-588)4043670-6 (DE-588)4141735-5 (DE-588)4143413-4 |
| title | The handbook of stock index futures and options |
| title_auth | The handbook of stock index futures and options |
| title_exact_search | The handbook of stock index futures and options |
| title_full | The handbook of stock index futures and options ed. by Frank J. Fabozzi ... |
| title_fullStr | The handbook of stock index futures and options ed. by Frank J. Fabozzi ... |
| title_full_unstemmed | The handbook of stock index futures and options ed. by Frank J. Fabozzi ... |
| title_short | The handbook of stock index futures and options |
| title_sort | the handbook of stock index futures and options |
| topic | Options (Finances) ram Stock index futures Options (Finance) Termingeschäft (DE-588)4117190-1 gnd Financial Futures (DE-588)4128564-5 gnd Optionsgeschäft (DE-588)4043670-6 gnd Aktienindex (DE-588)4141735-5 gnd |
| topic_facet | Options (Finances) Stock index futures Options (Finance) Termingeschäft Financial Futures Optionsgeschäft Aktienindex Aufsatzsammlung |
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