Futures, Options and Swaps

Robert W. Kolb

912 pages, parution le 01/01/2003 (4^eme édition)

Ajouter à une liste

Indisponible

Résumé

Written in a clear, conversational style, the fourth edition of the classic Futures, Options, and Swaps provides the most comprehensive coverage of derivatives currently available. This book is renowned for providing an excellent balance between introductory and advanced topics.

Extensively updated.
Includes additional application exercises.
Reflects new trends and changes which represent an evolution away from the "Chicago" markets.
Additional new material on risk included.
Features accompanying website.

L'auteur - Robert W. Kolb

Robert W. Kolb is the author and editor of over a dozen books and numerous articles on finance and investments. He currently devotes his time to writing and research, especially in the areas of futures markets, investments, and bond portfolio management. He was previously a professor of finance at the University of Florida, Emory University, and the University of Miami.

Sommaire

Introduction
Futures Markets
Futures Prices
Using Futures Markets
Interest Rate Futures: Introduction
Interest Rate Futures: Refinements
Stock Index Futures: Introduction
Stock Index Futures: Refinements
Foreign Currency Features
The Options Market
Option Payoffs and Option Strategies
Bounds on Option Prices
European Option Pricing
Option Sensitivities and Option Hedging
American Option Pricing
Options on Stock Indexes, Foreign Currency, and Futures
The Options Approach to Corporate Securities
Exotic Options
Interest Rate Options
The Swaps Market: Introduction
Swaps: Economic Analysis and Pricing
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

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Blackwell
Auteur(s)	Robert W. Kolb
Parution	01/01/2003
Édition	4^eme édition
Nb. de pages	912
Format	19 x 25
Couverture	Relié
Poids	1880g
Intérieur	Noir et Blanc
EAN13	9780631232407
ISBN13	978-0-631-23240-7