Main Theories Regarding The Importance Of Forward Securities Market Functining


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Main Theories Regarding The Importance Of Forward Securities Market Functining

PLAN
Introduction.......................................................................................... 3
Chapter 1 General characteristics of forward securities market............................ 5
1.1 Features of forward, futures, and opions contracts.............................. 5
1.2 Forward vs futures: Similarities and differencies…............................11
Futures vs. option: Rights and Obligation………………………….. 12
Chapter 2 Valuation of forward securities market. Prices. Strategies. Examples. Main theories—black Scholes, Monte Carlo, standard binomial, edge worth implied binomial…………………………………………….. 14
2.1 Price formation on forward securities market. Examples and strategies……………………………………………………………. 14
2.2 General description of the most important models of forward market valuation: Black Scholes model, Standard Binomial, Edge worth implied binomial trees……………………………………………… 24
Chapter 3 Implementation of futures and options contracts in Eastern Europe and possibilities for implementation of these contracts in Moldova……. 29
3.1 Implementation of futures and options contracts in Romania, Hungary, Poland, and the Czech Republic……………………………………. 29
3.2 The possibilities of Futures contract application on Stock Exchange market in Moldova…………………………………………………. 32
Conclusion………………………………………………………….. 34
Bibliography…………………………………………………….….. 35
Anexa

INTRODUCTION

Since their early history the Exchanges have aroused the public interest, holding the promise of wealth and success. Due to this interest, they have become the most dynamic markets worldwide, undergoing tremendous change in the last two decades.
Buyers enter the market for various money market instruments, bonds,...

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  • Submitted by: lencikg
  • Date Submitted: 11/30/2007 02:31 PM
  • Category:
  • Words: 9232
  • Pages: 37
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