Kolb, Robert W.

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.

9781405150491 1405150491


Derivative securities.
Futures.
Options (Finance).
Swaps (Finance).
Futuros financieros
Opciones (Finanzas)
Derivados financieros
Swaps

HG 6024 / K81f 2007

332.64/5