Module Texts
There are
many books in the general area of futures markets and students should feel free
to consult these. However, to ensure some consistency, especially in terms of
jargon, we have based lecture material on the following main sources (with
supplementary reading highlighted in the relevant sections):
- Colin A
Carter (2003) Futures and Options Markets: an Introduction reissued 2007 by
Waveland Press (C)
- Edwards,
F.R. and Ma, C.W. (1992) Futures and Options , McGraw-Hill (E&M)
- German, H.
(2005) Commodities and Commodity Derivatives: Modelling and Pricing for
Agriculturals, Metals and Energy , Wiley, Chichester .
- Houthakker,
H.S. and Williamson, P.J. (1996) The Economics of Financial Markets , Oxford
University Press (H&W)
- Hull , J.
(1998) Introduction to Futures and Option Markets , 3rd edition, Prentice Hall
International (H)
- Malliaris,
A.G. (1999) Foundations of Futures Markets , Edward Elgar, Aldershot .
- Students may
find the Liffe web site of some interest and value: http://www.liffe.com
For specific
reading lists relating to each topic in the module, proceed to Topics 1-8