Futures and Options

By Collin CarterEducation

Futures and Options episodes

December 03, 2015 ARE139: Lecture 18, Fall 2015
Lecture 18 covers hedging using options and compares the benefits of
hedging using options versus hedging using futures. Examples of hedging
using options are presented.

59 min
December 01, 2015 ARE139: Lecture 17, Fall 2015
Lecture 17 introduces the concept of put-call parity and its
implications for options pricing. Arbitrage relationships between
options contracts are discussed.

1 hr 30 min
November 19, 2015 ARE139: Lecture 16, Fall 2015
Lecture 16 Options on futures are introduced and options terms such as put, call,
strike price, premium, and intrinsic value and time value are defined.
Numerous examples of options trades are presented.

1 hr 30 min
November 17, 2015 ARE139: Lecture 15, Fall 2015
Lecture 15: Carter continues the discussion of hedging, giving examples
of currency and financial hedges. The concept of an optimal hedge is
discussed.
1 hr 30 min
November 12, 2015 ARE139: Lecture 14, Fall 2015
Lecture 14: Carter introduces hedging with futures as a risk management
strategy. He gives examples of long and short hedges in commodity
markets are presented. Basis is defined as the difference between
futures and cash prices and the implications of basis risk are
discussed. Hedging is categorized as arbitrage, operational, or
anticipatory.
1 hr 25 min
November 10, 2015 ARE139: Lecture 13, Fall 2015
Lecture 13 introduces two basic techniques for futures price
forecasting: fundamental analysis and technical analysis. Carter gives
examples of fundamental analysis, such as purchasing-power parity in
currency markets are presented.

1 hr 22 min
November 05, 2015 ARE139: Lecture 12, Fall 2015
Lecture 12 begins with a description of Eurodollar futures contracts
including calculation of profit or loss on and example contract.
Professor Carter further discusses trade imbalance, politics, and
international currency markets and valuation. He describes interest rate
differentials and parity using the difference in U.S. and Canadian
dollar values and interest rates. Interest rates, bonds and the cost of
carry market.

1 hr
November 03, 2015 ARE139: Lecture 11, Fall 2015
Lecture 11 outlines the three types of financial futures and how they
are priced. Professor Carter describes the characteristics of different
debt instruments, bonds and eurodollars. The role of interest rates in
debt instrument markets. He answers why financial futures have become
so popular and how to read yield curves.

1 hr 23 min
October 27, 2015 ARE139: Lecture 10, Fall 2015
Lecture 10 presents the Theory of
Normal Backwardation (Keynes) and the Theory of Price of Storage
(Working) - explain how the prices for different delivery months are
related and, in turn, the relationship to the spot price.
1 hr 23 min
October 22, 2015 ARE139: Lecture 9, Fall 2015
Lecture 9 completes the discussion of the price of storage and provides
an example of actual basis for Illinois corn. Carter introduces
foreign currency markets, how economic indicators impact currencies and
interest rates. He talks about which economic variables affect currency
prices.
1 hr 15 min

About Futures and Options

From the publisher's feed

This course focuses on the institutional structure and economic functions of futures and options markets. Price formation in both commodity (e.g., corn, crude oil, cotton, and cattle) and financial…

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