Research Catalog
Futures, options, and swaps / Robert W. Kolb.
- Title
- Futures, options, and swaps / Robert W. Kolb.
- Author
- Kolb, Robert W.
- Publication
- Malden, Mass. : Blackwell, 2003.
Items in the Library & Off-site
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1 Item
Status | Vol/Date | Format | Access | Call Number | Item Location |
---|---|---|---|---|---|
c.2 | Text | Request in advance | HG6024.A3 K649 2003 c.2 | Off-site |
Holdings
Details
- Description
- xviii, 887 p. : ill.; 26 cm. +
- Summary
- "Written in a clear, conversational style, this fourth edition of the classic Futures, Options, and Swaps provides the most comprehensive coverage of derivatives currently available. This book is renowned for providing an excellent balance between introductory and advanced topics." "This new edition includes many new applications exercises at the end of each chapter. Chapters on futures markets, interest rate futures, and stock index futures have also been significantly revised."--Jacket.
- Subject
- Genre/Form
- CD-ROMs.
- Note
- CD-ROM has title: OPTION! to accompany Futures, Options, and Swaps.
- Bibliography (note)
- Includes bibliographical references and index.
- System Details (note)
- System requirements: Windows 98 or later.
- Processing Action (note)
- committed to retain
- Contents
- 1. Introduction -- 2. Futures Markets -- 3. Futures Prices -- 4. Using Futures Markets -- 5. Interest Rate Futures: Introduction -- 6. Interest Rate Futures: Refinements -- 7. Stock Index Futures: Introduction -- 8. Stock Index Futures: Refinements -- 9. Foreign Currency Futures -- 10. The Options Market -- 11. Option Payoffs and Option Strategies -- 12. Bounds on Option Prices -- 13. European Option Pricing -- 14. Option Sensitivities and Option Hedging -- 15. American Option Pricing -- 16. Options on Stock Indexes, Foreign Currency, and Futures -- 17. The Options Approach to Corporate Securities -- 18. Exotic Options -- 19. Interest Rate Options -- 20. The Swaps Market: Introduction.
- ISBN
- 0631232400 (alk. paper)
- LCCN
- ^^2001043967
- Owning Institutions
- Harvard Library