Stock index options and futures:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London u.a.
McGraw-Hill
1992
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 244 S. graph. Darst. |
| ISBN: | 0077076869 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents
Acknowledgements ix
1 Past and present 1
The origins of formal futures contracts 1
Stock index contract development 3
Definitions and other considerations 6
The dramatic growth of stock index contracts 7
2 Index construction 12
The Dow Jones and arithmetic means 12
The Standard Poor s 500 Index and capitalization
weighting 14
Geometric averages and the Value Line Composite
Index 17
Other American indices 19
Different exchanges 21
European stock indices 21
Japanese stock index derivatives 32
3 Pricing of stock index futures 37
General relationships of forward prices 37
Fair value of stock index futures 39
Arbitrage between stocks and futures 45
Fair value when rolling from near to far futures
contracts 49
Futures contract size 52
Margin trading 52
Dealing costs compared for equities options
and futures 54
4 Index options and warrants 56
Strike prices and expiry 57
Premium and margin 57
Exercise and assignment 59
Factors influencing options prices 59
Volatility 60
The pricing of options 65
Differences between European and American options 71
Selecting the right options 72
Options trading strategies 76
Stock index options or futures 90
Index warrants 91
5 The mechanics of trading 98
The progress of an order 98
The clearing house 101
Types of order and their placement 102
Electronic trading 105
6 Technical analysis and the index markets 108
Finding the trend 109
Types of chart 111
Support, resistance and trend channels 114
Technical traps 131
Japanese candlesticks 132
Contrary opinion 135
Other exotica 137
7 Fundamental factors affecting stock indices 141
Business cycles in a nutshell 142
Inflation indicators 144
Activity indicators 145
Financial indicators 147
Economic growth 152
A fundamental view of fundamental factors 156
8 Trading 159
The disciplines of trading 161
Time frames 164
Pit trading, the short term view 164
The longer time horizon 166
Using gearing to enhance returns 168
Index fund enhancement 169
Investment of a dividend stream 171
Cost considerations of synthetic funds 173
Partial synthetic funds 173
Asset allocation using futures 174
Global asset allocation 176
Synthetic warrant funds 177
Cash baskets and index participations 179
9 Hedging 183
General hedging strategies 187
10 International opportunities 199
Europe and its indices 200
FT SE Eurotrack 100 200
Creating a synthetic pan European fund 203
Euro top 100 Index 205
Eurotrack 200 205
FT Actuaries Indices 206
Other global indices 208
Appendix 1 Listing of details of stock index
futures and options contracts 213
Appendix 2 Glossary of terms 237
Appendix 3 Bibliography 241
Index 242
|
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| isbn | 0077076869 |
| language | English |
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| spelling | Millers, John Verfasser aut Stock index options and futures John Millers London u.a. McGraw-Hill 1992 244 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Securities markets Options (Finance) Stock index futures Stock index futures Europe Europa HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006185276&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Millers, John Stock index options and futures Securities markets Options (Finance) Stock index futures Stock index futures Europe |
| title | Stock index options and futures |
| title_auth | Stock index options and futures |
| title_exact_search | Stock index options and futures |
| title_full | Stock index options and futures John Millers |
| title_fullStr | Stock index options and futures John Millers |
| title_full_unstemmed | Stock index options and futures John Millers |
| title_short | Stock index options and futures |
| title_sort | stock index options and futures |
| topic | Securities markets Options (Finance) Stock index futures Stock index futures Europe |
| topic_facet | Securities markets Options (Finance) Stock index futures Stock index futures Europe Europa |
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