Futures, options, and swaps /
Robert W. Kolb and James A. Overdahl.
- 5th ed.
- Malden, MA : Blackwell Pub., 2007.
- xvi, 819 p. : ill. ; 26 cm.
Includes bibliographical references and index.
Introduction -- Futures markets -- Futures prices -- Using futures markets -- Interest rate futures : an introduction -- Interest rate futures : refinements -- Security futures products : an introduction -- Security futures products : refinements -- foreign exchange futures -- 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 : an introduction -- Swaps : economic analysis and pricing -- Swaps : applications.
This text is recommended for students preparing for the Chartered Financial Analyst exam. It provides a comprehensive coverage of derivatives and presents a balance between introductory and advanced topics.