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- Product code: 15577
- ISBN: 0631232400,
ISBN13: 9780631232407,
912 pages, Disk + Hb
Published by Blackwell Publishers on 2002
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Description of Futures, Options, and Swaps |
Written in a clear, conversational style, this fourth edition of the classic Futures, Options, and Swaps provides the most comprehensive coverage of derivatives currently available.
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Reviews'Bob Kolb's Futures, Options, and Swaps is the best college textbook I have ever reviewed in my 25-year teaching career. In my opinion, every finance professor and practitioner should have a copy because it breaks new ground on several fronts. This book is self-contained and combines theory with practice. It is solidly grounded in modern derivative theory and yet has strong ties to the real world of financial derivatives.' - Suk H. Kim, University of Detroit Mercy
'This edition, with its outstanding balance of theory and application along with its thorough coverage of relevant institutional arrangements, provides students at all levels with an excellent understanding of these markets. The accompanying OPTION! software is a powerful teaching aide for the pricing of various option and swaps products.'
- Gerry Gay, Georgia State University
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Contents of Futures, Options, and Swaps |
1. Introduction
2. Futures Markets
3. Futures Prices
4. Using Futures Markets
5. Interest Rate Futures: Introduction
6. Interest Rate Futures: Refinements
7. Stock Index Futures: Introduction
8. Stock Index Futures: Refinements
9. Foreign Currency Features
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: Introduction
21. Swaps: Economic Analysis and Pricing
22. Swaps: Applications
OPTION! Installation and Tutorial
Exercises for OPTION!
Appendix A: Summary of Accounting Rules for Derivative Instruments
Appendix B: Cumulative Distribution Function for the Standard Normal Random Variable
Answers to Selected End-of-Chapter Problems
Index
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