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Foreword Darwin M Bayston CFA
Using Options and Futures in Sumner Abramson CFA 28
Using Futures and Options on Patricia A Owens 48
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Abramson active alpha arbitrage asset allocation asset class basis basis risk call option cash market Chartered Financial Analysts Client common stock corporate Covered Call delivery Dunford earn equity example expiration date Figure financial futures fixed income futures and options futures contract futures market futures price Ginnie Mae going hedge ratio Hedged Portfolio implementation in-the-money incremental return index fund instrument interest rates investment managers investor involved Kopprasch liquidity long-term look loss manager's market risk ment million money market multiple manager option strategy options and futures options manager options market pension fund plan sponsor portfolio management purchase put option rate of return risk-free rate risk/return S&P 500 futures Salomon Brothers sector short short-term rate Shultz specific spread stock exposure stock index futures strike price thing three months tions trading Treasury bill Treasury bond futures tures contract underlying security volatility yield curve