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Book Cover
Book
Author Kolb, Robert W., 1949-

Title Futures, options, and swaps / Robert W. Kolb
Edition Fourth edition
Published Malden, MA ; Oxford : Blackwell, [2003]
©2003

Copies

Location Call no. Vol. Availability
 MELB  332.645 Kol/Foa 2003  AVAILABLE
Description xviii, 887 pages : illustrations ; 26 cm + 1 computer optical disc (4 3/4 in.)
4 3/4 in
Contents 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 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: Introduction -- 21. Swaps: Economic Analysis and Pricing -- 22. Swaps: Applications -- OPTION! Installation and Tutorial -- Exercises for OPTION! -- App. A. Summary of Accounting Rules for Derivative Instruments -- App. B. Cumulative Distribution Function for the Standard Normal Random Variable
Summary "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. This book is renowned for providing an excellent balance between introductory and advanced topics." "This new edition includes many new applications exercises at the end of each chapter." "Chapters on futures markets, interest rate futures, and stock index futures have also been significantly revised."--BOOK JACKET
Notes Previous ed.: 2000
The accompanying CD-ROM includes an enhanced and updated version of OPTION! software
Bibliography Includes bibliographical references and index
Notes System requirementsfor accompanying CD-ROM: IBM PC or compatible ; Windows 98 or later ; CD-ROM drive
Subject Financial futures.
Futures.
Derivative securities.
Options (Finance)
Swaps (Finance)
LC no. 2001043967
ISBN 0631233687 CD-ROM
0631232400 alkaline paper