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Futures, options, and swaps / Robert W. Kolb

By: Material type: TextLanguage: English Publication details: Malden, MA : Blackwell, c2003Edition: 4th edDescription: xviii, 887 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)ISBN:
  • 0631232400
  • 9780631232407
Subject(s): DDC classification:
  • 332.64/5
LOC classification:
  • HG 6024 K81f 2003
Online resources:
Contents:
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 PricingOptions 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.
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Holdings
Item type Current library Home library Collection Shelving location Call number Copy number Status Barcode
Libro Biblioteca Juan Bosch Biblioteca Juan Bosch Ciencias Sociales Ciencias Sociales (3er. Piso) HG 6024 K81f 2003 (Browse shelf(Opens below)) 1 Available 00000011297

Previous edition: 1999

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 PricingOptions 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.

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