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  <titleInfo>
    <title>Futures, options, and swaps</title>
  </titleInfo>
  <name type="personal">
    <namePart>Kolb, Robert W.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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    <place>
      <placeTerm type="text">Malden, MA</placeTerm>
    </place>
    <publisher>Blackwell</publisher>
    <dateIssued>c2003</dateIssued>
    <dateIssued encoding="marc">2003</dateIssued>
    <edition>4th ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xviii, 887 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)</extent>
  </physicalDescription>
  <tableOfContents>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.</tableOfContents>
  <note type="statement of responsibility">Robert W. Kolb</note>
  <note>Previous edition: 1999</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 2003</classification>
  <classification authority="ddc">332.64/5</classification>
  <identifier type="isbn">0631232400</identifier>
  <identifier type="isbn">9780631232407</identifier>
  <identifier type="uri">http://www.loc.gov/catdir/enhancements/fy0808/2001043967-t.html</identifier>
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