IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9781944659561_0008.html
   My bibliography  Save this book chapter

Forwards and Futures Markets

In: An Introduction to Derivative Securities, Financial Markets, and Risk Management

Author

Listed:
  • ROBERT A. JARROW
  • ARKADEV CHATTERJEA

Abstract

The following sections are included:IntroductionApplications and Uses of Forwards and FuturesA Brief History of Forwards and FuturesEarly Trading of Forward and Futures-Type ContractsUS Futures Exchanges and the Evolution of the Modern Futures Contract, 1848–1926Recent Developments, 1970 OnwardFutures Contract Features and Price QuotesCommodity and Financial Futures ContractsThe Gold Futures ContractGold Futures Price QuotesThe Exchange and ClearinghouseCommodity Price IndexesEXTENSION 8.1: Doomsters and BoomstersSummaryCasesQuestions and Problems

Suggested Citation

  • Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures Markets," World Scientific Book Chapters,in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 8, pages 154-171 World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9781944659561_0008
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/pdf/10.1142/9781944659561_0008
    Download Restriction: Ebook Access is available upon purchase.

    File URL: http://www.worldscientific.com/doi/abs/10.1142/9781944659561_0008
    Download Restriction: Ebook Access is available upon purchase.

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Derivatives; Financial Markets; Risk Management; Arbitrage; Financial Engineering; Forwards; Futures; Call Options; Put Options; European Options; American Options; Swaps; Currency Swaps; Interest Rate Swaps; Commodity Swaps; Equity Swaps; Credit Default Swaps; Commodity Derivatives; Equity Derivatives; Index Derivatives; Interest Rate Derivatives; Commodities; Margins and Daily Settlements; Binomial Model; Black-Scholes Model; Black-Scholes-Merton Model; Delta Hedging; Gamma Hedging; Heath-Jarrow-Morton Model; Libor Model; Forward Rate Agreements; Interest Rate Futures; Interest Rate Options; Market Manipulation; Regulation; Derivatives Exchanges;

    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9781944659561_0008. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tai Tone Lim). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.