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Futures, options, and swaps / Robert W. Kolb and James A. Overdahl.

By: Contributor(s): Material type: TextTextPublisher: Malden, MA : Blackwell Pub., 2007Edition: Fifth editionDescription: xvi, 819 pages : illustrations ; 26 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 1405150491
  • 9781405150491
Subject(s): DDC classification:
  • 332.645 22
LOC classification:
  • HG6024.A3 K649 2007
Contents:
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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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.

Machine converted from AACR2 source record.

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