Chapter 22: Futures and options
Date
2023-05-18
Editor(s)
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Source Title
Print ISSN
9781800375314
Electronic ISSN
9781800375321
Publisher
Edward Elgar Publishing
Volume
Issue
Pages
490 - 508
Language
en_US
Type
Journal Title
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Abstract
We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.
Course
Other identifiers
Book Title
Research handbook of financial markets