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Business and Management
Finance and Accounting
Investments
Futures and Options Markets
1. Introduction to Derivative Markets
2. Futures Markets Fundamentals
3. Futures Trading Mechanics
4. Futures Pricing Theory
5. Hedging with Futures
6. Types of Futures Contracts
7. Options Markets Fundamentals
8. Option Valuation
9. Option Trading Strategies
10. Option Pricing Models
11. Option Sensitivities and Risk Management
12. Advanced Derivative Instruments
13. Risk Management in Derivatives
14. Regulatory Framework and Market Structure
2.
Futures Markets Fundamentals
2.1.
Nature of Futures Contracts
2.1.1.
Legal Definition
2.1.2.
Binding Obligations
2.1.3.
Standardized Terms
2.1.4.
Exchange Listing Requirements
2.2.
Contract Specifications
2.2.1.
Underlying Asset Quality
2.2.2.
Contract Size
2.2.3.
Delivery Months
2.2.4.
Minimum Price Fluctuation
2.2.5.
Daily Price Limits
2.2.6.
Last Trading Day
2.2.7.
Delivery Terms
2.3.
Position Types
2.3.1.
Long Positions
2.3.1.1.
Rights and Obligations
2.3.1.2.
Profit and Loss Mechanics
2.3.2.
Short Positions
2.3.2.1.
Rights and Obligations
2.3.2.2.
Profit and Loss Mechanics
2.4.
Leverage in Futures Trading
2.4.1.
Margin Requirements
2.4.2.
Leverage Ratios
2.4.3.
Risk Amplification
2.4.4.
Return Magnification
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3. Futures Trading Mechanics