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Security Analysis and Portfolio Management
Notes Answer: Self Assessment
1. Arbitrageurs 2. call option
3. futures 4. 'Strike Price', 'Exercise Price'
5. options 6. Delivery settled
7. obligations, rights 8. 'covered options'
9. long 10. fall
11. favourable 12. buy or sell
13. above 14. short
15. Normal backwardation
8.10 Further Readings
Books Chitale, Rajendra P., 2003, Use of Derivatives by India's Institutional Investors: Issues
and Impediments, in Susan Thomas (ed.), Derivatives Markets in India, Tata McGraw-
Hill Publishing Company Limited, New Delhi, India.
Granger, Clive W. and Morgenstern Oskar, Predictability of Stock Market Prices,
Lexington, Health Lexington.
Hull J.C., Introduction to Futures & Options Markets, Prentice Hall, Englewood
Cliffs, New Jersey.
242 LOVELY PROFESSIONAL UNIVERSITY
