Kolb, Robert W.

Futures, options, and swaps / Robert W. Kolb - 4th ed. - Malden, MA : Blackwell, c2003 - xviii, 887 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)

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.

0631232400 9780631232407


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

HG 6024 / K81f 2003

332.64/5