The Journal of Finance · 1990 · 1.2K citations · 0 references
BusinessEconomicsFinanceAsset PricingDerivativesFinancial EconomicsDerivative PricingFutures MarketsOption PricingOption Pricing ModelsOptions MarketsTrading StrategiesBlack-scholes ModelBlack-scholes Valuation ModelDerivatives TradingFutures Option PricingInterest Rate Derivative PricingOption Pricing TheoryStock FuturesStock Index Options
1. Introduction. 2. Futures Markets. 3. Forward and Futures Prices. 4. Interest Rate Futures. 5. Swaps. 6. Options Markets. 7. Properties of Stock Option Prices. 8. Trading Strategies Involving Options. 9. A Model of the Behavior of Stock Prices. 10. The Black-Scholes Analysis. 11. Options on Stock Indices, Currencies and Futures Contracts. 12. A General Approach to Pricing Derivative Securities. 13. Hedging Positions in Options and Other Derivative Securities. 14. Numerical Procedures. 15. Interest Rate Derivative Securities. 16. Alternatives to Black-Scholes for Option Pricing. 17. Credit Risk. 18. Exotic Options. 19. Review of Key Concepts.