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.