<?xml version="1.0" encoding="UTF-8"?>
<mods xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.loc.gov/mods/v3" version="3.1" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-1.xsd">
  <titleInfo>
    <title>Futures, options, and swaps</title>
  </titleInfo>
  <name type="personal">
    <namePart>Kolb, Robert W.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <name type="personal">
    <namePart>Overdahl, James A.</namePart>
  </name>
  <typeOfResource>text</typeOfResource>
  <genre authority="marc">bibliography</genre>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">mau</placeTerm>
    </place>
    <place>
      <placeTerm type="text">Malden, MA</placeTerm>
    </place>
    <publisher>Blackwell Pub.</publisher>
    <dateIssued>2007</dateIssued>
    <edition>5th ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xvi, 819 p. : ill. ; 26 cm.</extent>
  </physicalDescription>
  <abstract>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.</abstract>
  <tableOfContents>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.</tableOfContents>
  <note type="statement of responsibility">Robert W. Kolb and James A. Overdahl.</note>
  <note>Includes bibliographical references and index.</note>
  <subject authority="lcsh">
    <topic>Derivative securities</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Futures</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Options (Finance)</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Swaps (Finance)</topic>
  </subject>
  <subject>
    <topic>Futuros financieros</topic>
  </subject>
  <subject>
    <topic>Opciones (Finanzas)</topic>
  </subject>
  <subject>
    <topic>Derivados financieros</topic>
  </subject>
  <subject>
    <topic>Swaps</topic>
  </subject>
  <classification authority="lcc">HG 6024 K81f 2007</classification>
  <classification authority="ddc">332.64/5</classification>
  <identifier type="isbn">9781405150491</identifier>
  <identifier type="isbn">1405150491</identifier>
  <identifier type="uri">http://catdir.loc.gov/catdir/toc/ecip077/2006103248.html</identifier>
  <identifier type="uri">http://catdir.loc.gov/catdir/enhancements/fy0802/2006103248-d.html</identifier>
  <identifier type="uri">http://catdir.loc.gov/catdir/enhancements/fy0802/2006103248-b.html</identifier>
  <location>
    <url displayLabel="Table of contents only">http://catdir.loc.gov/catdir/toc/ecip077/2006103248.html</url>
  </location>
  <location>
    <url displayLabel="Publisher description">http://catdir.loc.gov/catdir/enhancements/fy0802/2006103248-d.html</url>
  </location>
  <location>
    <url displayLabel="Contributor biographical information">http://catdir.loc.gov/catdir/enhancements/fy0802/2006103248-b.html</url>
  </location>
  <recordInfo>
    <recordContentSource authority="marcorg">DLC</recordContentSource>
    <recordCreationDate encoding="marc">061228</recordCreationDate>
    <recordChangeDate encoding="iso8601">20230410115726.0</recordChangeDate>
    <languageOfCataloging>
      <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
    </languageOfCataloging>
  </recordInfo>
</mods>
