12. Fundamentals of Option Markets

  1. John W. Labuszewski,
  2. John E. Nyhoff,
  3. Richard Co and
  4. Paul E. Peterson
  1. John E. Nyhoff and
  2. John W. Labuszewski

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266564.ch12

The CME Group Risk Management Handbook: Products and Applications

The CME Group Risk Management Handbook: Products and Applications

How to Cite

Labuszewski, J. W., Nyhoff, J. E., Co, R. and Peterson, P. E. (2010) Fundamentals of Option Markets, in The CME Group Risk Management Handbook: Products and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266564.ch12

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 21 JUN 2010

ISBN Information

Print ISBN: 9780470137710

Online ISBN: 9781118266564

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Keywords:

  • option markets;
  • CME group;
  • electronic trading platform;
  • financial asset;
  • CME group

Summary

This chapter contains sections titled:

  • What Is an Option?

  • Mathematical Option Pricing Models

  • Historic and Implied Volatilities

  • Measuring Option Performance

  • Conclusion