TY  - BOOK
AU  - Kolb,Robert W.
AU  - Overdahl,James A.
TI  - Futures, options, and swaps
SN  - 1405150491
AV  - HG6024.A3 K649 2007
U1  - 332.645 22
PY  - 2007///
CY  - Malden, MA
PB  - Blackwell Pub.
KW  - Derivative securities
KW  - Futures
KW  - Options (Finance)
KW  - Swaps (Finance)
N1  - 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
ER  -