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