Download or read book Introduction to Futures and Options Markets in Australia written by Alex Frino and published by . This book was released on 2004-11 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Futures and Options Markets in Australia is the only text of its kind dedicated to a thorough treatment of Australian futures and options. It provides a detailed analysis of the major products in the Australian market as well as a discussion of the market itself. In conjunction with the Sydney Futures Exchange (SFE), the text introduces SFE contracts, and through concrete examples, describes their pricing and use in speculation, hedging and arbitrage. There are a significant number of subtleties in Australian futures and options contracts, and this means that the treatment of futures and options markets provided in other texts has its limitations. Introduction to Futures and Options Markets in Australia aims to address these limitations, thus making it an ideal complement to any futures and options text.
Download or read book Introduction to Futures and Options Markets in Australia Solutions Manual written by Frino and published by . This book was released on 2005-12-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Futures and options markets written by John Hull and published by Pearson Higher Education AU. This book was released on 2013-09-12 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first Australasian edition of Hull’s bestselling Fundamentals of Futures and Options Markets was adapted for the Australian market by a local team of respected academics. Important local content distinguishes the Australasian edition from the US edition, including the unique financial instruments commonly traded on the Australian securities and derivatives markets and their surrounding conventions. In addition, the inclusion of Australasian and international business examples makes this text the most relevant and useful resource available to Finance students today. Hull presents an accessible and student-friendly overview of the topic without the use of calculus and is ideal for those with a limited background in mathematics. Packed with numerical examples and accounts of real-life situations, this text effectively guides students through the material while helping them prepare for the working world. For undergraduate and post-graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
Download or read book Australia s Financial Markets written by Bill Warner and published by Allen & Unwin. This book was released on 1989 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Futures and Options Markets written by Colin Andre Carter and published by Rebeltext. This book was released on 2012-10-11 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Futures and Options Markets: An Introduction provides the reader with an economic understanding of the development and operation of global futures and options markets, where everything from coffee to gold to foreign currencies are traded. Starting with the fundamentals of commodity futures, the text advances the reader through the exciting world of financial futures and options, including currencies and equity indexes. Utilizing real-world examples, this text brings the markets to life by explaining how and why these markets function, how they indirectly affect us in our daily lives, and how they are used to manage market risk"--Page 4 of cover.
Download or read book The Australian Stock Exchange written by Phil Fischer and published by . This book was released on 1988 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Futures and Options written by Donald Spence and published by Woodhead Publishing. This book was released on 1997-08-27 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a comprehensive guide to the workings of the world's commodity and financial futures and options markets. It examines the markets and instruments - including the OTC market and evaluates the likely developments in futures and options.
Download or read book Pricing Behaviour in Australian Financial Futures Markets written by Malcolm L. Edey and published by . This book was released on 1988 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Index Futures Options in Australia written by Alan Brace and published by . This book was released on 1988 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Trading Behaviour of Australian Treasury Bond Futures Overnight Options and the Impact of Their Introduction written by Lawrence C. Rose and published by . This book was released on 2005 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: The introduction of overnight options at the Sydney Futures Exchange (SFE) offers a unique opportunity to study trading behavior with a different market microstructure, namely the SFE overnight market. This study first examines trading patterns on 3-Year amp; 10-Year TBond Futures overnight options. Unlike a normal U-Shaped pattern, it is found that the bid-ask spreads for overnight options are relatively flat during the first half of the trading night, before fluctuating through the second half of the night. One explanation would be the special nature of the overnight options: it was designed to hedge against USA market risk. Quoted bid-ask spreads appear to be explained by the transaction price, trading volume and return volatility. Over time, the quoted bid-ask spread narrowed for most observations, while trading volume and trading frequency became larger. Next the impacts on the 3-Year TBond Futures and its day options when overnight options are introduced are examined. Results indicate that the quality of the underlying 3 amp; 10-Year TBond futures has been improved by the introduction of short dated options as the bid-ask spread and the variance of the pricing error both decrease, while there was an increase in trading volume and trading frequency. Results for the day options were mixed, indicating that trading in these instruments was not unambiguously improved.
Download or read book The Proposed Introduction of Futures Style Margining in the U S written by George W. Kutner and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We extend the quadratic approximation method to examine American-style options traded using futures-style margining and show that an early exercise premium can exist when the cost of carry is negative. Empirical results based on a reduced form of the model using futures-style call options traded on the Australian All Ordinaries Share Price Index, are consistent with previous research - call option early exercise premiums are economically zero. Full option prices are examined by comparing observed futures-style with theoretical stock-style values. We find futures-style exceed stock-style values and argue that the increase results from improvements in liquidity. The findings are particularly relevant given the pending decision at the Commodity Futures Trading Commission to introduce a futures-style system in the United States.
Download or read book Value Pack Fundamentals of Futures Options Markets Global Edition Fundamentals of Future Options Markets Student Solutions Manual Pearson New International Edition written by Hull and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Futures and Options Markets written by John C. Hull and published by . This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Trading the SPI written by Brent Penfold and published by Wiley. This book was released on 2011-09-26 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: With more than 10,000 contracts - equating to around AUS $1 billion - being traded every day in Australia, trading futures contracts on the ?PI?(Share Price Index) is big business. In Trading the SPI: A Guide to Trading Index Futures in Australia, Brent Penfold begins by providing the perfect introduction for would-be futures traders looking to explore new opportunities for leverage. This book is not just for beginners, however - it goes on to explore how to develop a comprehensive trading plan, offering many valuable hints and words of wisdom. Brent shares the knowledge gained from more than 20 years?experience in trading, as he discusses: * preparation and trading styles * money management, methodology and psychology * risk, reward, support, resistance and the triple reversal point * discretionary and mechanical trading techniques.
Download or read book Confessions of a Futures Trader written by Andrew Lythgo and published by Wrightbooks. This book was released on 2001 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: What does it take to be a futures trader? How much of the skill required is innate and how much can be developed? This book takes readers behind the scenes of the futures industry in Australia, into the world of the private traders. Confessions of a Futures Trader is both practical -- it deals only with those futures products that are actively traded in this country -- and anecdotal -- seasoned traders may find examples within which describe them well. It provides information to help traders work out exactly which futures products might be for them. There are sections on the closely related options market in Australia and the major overseas products traders will encounter. The much underrated psychological aspect of futures trading is dealt with at length to help convince readers of the need to understand that trading is just as much a test of the personal psyche as it is an objective, analytical and potentially rewarding process. The author's experience in the futures world has exposed him to a colourful array of characters, and some of these interesting individuals lend a more light-hearted feel to these Confessions, making the book a useful and sometimes humorous addition to a trader's arsenal.
Download or read book Introduction to Futures and Options Markets written by Bryan D. Hull and published by . This book was released on 1994-10 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Futures and Options Markets Disk written by Steven C. Blank and published by . This book was released on 1991 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:
