Contents
Preface
Introduction
section i: FUTURES
CHAPTER 1: The Basics
CHAPTER 2: Index Futures
CHAPTER 3: The Futures Market
section ii: OPTIONS
CHAPTER 4: The Concept
CHAPTER 5: The Terminology
CHAPTER 6: The Basic Features
CHAPTER 7: Determinants of Options Prices
CHAPTER 8: The Valuation of Options
CHAPTER 9: The Strategies
CHAPTER 10: The Options Market
CHAPTER 11:
Margins
CHAPTER 12: Index Options
CHAPTER 13: Other Options
APPENDIX I: Value of ex and e-x
APPENDIX II: S&P CNX Nifty
APPENDIX III: Constituents List of S&P CNX NIFTY
APPENDIX
IV Outstanding
Nifty Shares & Weightages
APPENDIX V:
Market
APPENDIX VI:
Margins, Mark-to-Market and Settlement
of Futures Contracts
APPENDIX VII: Binomial Option Pricing Model for Call Options
APPENDIX VIII: Values of N(d) for Selected Values of d
APPENDIX IX: Cities Covered by NSE Terminals
Bibliography
Index