Kolb, Robert W., 1949-

Futures, options, and swaps / Robert W. Kolb and James A. Overdahl. - Fifth edition. - xvi, 819 pages : illustrations ; 26 cm

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.

1405150491 9781405150491

2006103248


Derivative securities
Futures
Options (Finance)
Swaps (Finance)

HG6024.A3 / K649 2007

332.645