Submitted by lencikg on November 30, 2007
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...
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