Abstract
We shall first review briefly the most important kinds of financial contracts, traded either on exchanges or over-the-counter (OTC), between financial institutions and their clients. For a detailed account of the fundamental features of spot (i.e., cash) and futures financial markets the reader is referred, for instance, to Cox and Rubinstein (1985), Ritchken (1987), Chance (1989), Duffie (1989), Merrick (1990), Kolb (1991), Dubofsky (1992), Edwards and Ma (1992), Sutcliffe (1993), Hull (1994, 1996) or Redhead (1996).
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© 1997 Springer-Verlag Berlin Heidelberg
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Musiela, M., Rutkowski, M. (1997). An Introduction to Financial Derivatives. In: Martingale Methods in Financial Modelling. Applications of Mathematics, vol 36. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-22132-7_1
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DOI: https://doi.org/10.1007/978-3-662-22132-7_1
Publisher Name: Springer, Berlin, Heidelberg
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