Futures, options, and swaps / Robert W. Kolb and James A. Overdahl.
Material type: TextPublisher: Malden, MA : Blackwell Pub., 2007Edition: Fifth editionDescription: xvi, 819 pages : illustrations ; 26 cmContent type:- text
- unmediated
- volume
- 1405150491
- 9781405150491
- 332.645 22
- HG6024.A3 K649 2007
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.645 KOL (Browse shelf(Opens below)) | 1 | Available | A372502B |
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Includes bibliographical references and index.
1. Introduction -- 2. Futures markets -- 3. Futures prices -- 4. Using futures markets -- 5. Interest rate futures : an introduction -- 6. Interest rate futures : refinements -- 7. Security futures products : an introduction -- 8. Security futures products : refinements -- 9. Foreign exchange futures -- 10. The options market -- 11. Option payoffs and option strategies -- 12. Bounds on option prices -- 13. European option pricing -- 14. Option sensitivities and option hedging -- 15. American option pricing -- 16. Options on stock indexes, foreign currency, and futures -- 17. The options approach to corporate securities -- 18. Exotic options -- 19. Interest rate options -- 20. The swaps market : an introduction -- 21. Swaps : economic analysis and pricing -- 22. Swaps : applications -- App. A. A summary of accounting rules for derivative instruments -- App. B. The cumulative distribution function for the standard normal random variable.
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