Robert W. Kolb

Futures, Options, and Swaps

• Broschiertes Buch

Produktbeschreibung

A new and updated edition of the most readable, comprehensive text available on derivatives markets.
Utilizes an even more applied approach than previous editions
Provides an excellent balance between introductory and advanced topics
Extensively updated to incorporate and explicate development in the field including the areas of electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation
Revised to include over 50 text boxes with applied vignettes on topical issues, product profiles, and historical anecdotes

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Produktdetails

• Blackwell Business
• Verlag: Blackwell Publishers
• 5th Edition
• Seitenzahl: 848
• Erscheinungstermin: 1. April 2007
• Englisch
• Abmessung: 241mm x 196mm x 49mm
• Gewicht: 1610g
• ISBN-13: 9781405150491
• ISBN-10: 1405150491
• Artikelnr.: 20898372

Autorenporträt

Robert W. Kolb holds the Frank W. Considine Chair in Applied Ethics at Loyola University Chicago. He was formerly Assistant Dean for Business and Society (2003-2006) at the University of Colorado, and John S. and James L. Knight Professor of Finance at the University of Miami. He is author and co-author of numerous texts in finance, including Futures, Options, and Swaps, 5e (with James A. Overdahl, Blackwell, 2007) and Understanding Futures Markets, 6e (with James A. Overdahl, Blackwell, 2006). James A. Overdahl is Chief Economist at the Commodity Futures Trading Commission in Washington, D.C., and has held senior positions at the Risk Analysis Division at the Office of the Comptroller of the Currency and at the Securities and Exchange Commission. He has been an adjunct professor of finance at Georgetown University, the University of Maryland, George Washington University, and Johns Hopkins University.

Inhaltsangabe

Preface.
Acknowledgments.
1. Introduction.
2. Futures Markets.
3. Futures Prices.
4. Using Futures Markets.
5. Interest Rate Futures: An Introduction.
6. Interest Rate Futures: Refinements.
7. Security Futures Products: An Introduction.
8. Security Futures Products: Refinements.
9. Foreign Exchange 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: An Introduction.
21. Swaps: Economic Analysis and Pricing.
22. Swaps: Applications.
Appendix A: A Summary of Accounting Rules for Derivatives Instruments.
Appendix B: The Cumulative Distribution Function for the Standard Normal
Random Variable.
Index

Rezensionen

"This is a revision of an already excellent textbook that has a very clear way of explaining the often difficult concepts that the student needs to understand in this very technical subject area. What I particularly like is the careful way the text builds up the material in a simple style without skipping any steps. This incremental approach makes it a very useful teaching resource. The book clearly knows what it is trying to do and makes no assumption about the knowledge level of the reader. I also like the way material is presented through the use of concrete examples."
Peter Moles, University of Edinburgh