Futures, Options and Swaps / Edition 3

Futures, Options and Swaps / Edition 3

by Robert W. Kolb, Robert Kolb
     
 

ISBN-10: 0631214992

ISBN-13: 9780631214991

Pub. Date: 08/28/1999

Publisher: Wiley

Futures, Options and Swaps is the American Institute of Management Research's recommended text for students preparing for the Chartered Financial Analyst exam. It is an ideal text for students in finance or economics/finance programs who have completed one semester of investments at either the undergraduate or post-graduate level.  See more details below

Overview

Futures, Options and Swaps is the American Institute of Management Research's recommended text for students preparing for the Chartered Financial Analyst exam. It is an ideal text for students in finance or economics/finance programs who have completed one semester of investments at either the undergraduate or post-graduate level.

Product Details

ISBN-13:
9780631214991
Publisher:
Wiley
Publication date:
08/28/1999
Edition description:
Older Edition
Pages:
824
Product dimensions:
7.74(w) x 9.46(h) x 1.72(d)

Table of Contents

Preface
1Introduction1
2Futures Markets12
3Futures Prices43
4Using Futures Markets85
5Interest Rate Futures: Introduction112
6Interest Rate Futures: Refinements148
7Stock Index Futures: Introduction198
8Stock Index Futures: Refinements220
9Foreign Currency Futures251
10The Options Market281
11Option Payoffs and Option Strategies304
12Bounds on Option Prices352
13European Option Pricing381
14Option Sensitivities and Option Hedging422
15American Option Pricing459
16Options on Stock Indexes, Foreign Currency, and Futures486
17The Options Approach to Corporate Securities509
18Exotic Options523
19Interest Rate Options568
20The Swaps Market: Introduction608
21Swaps: Economic Analysis and Pricing648
22Swaps: Applications689
OPTION! Installation and Tutorial754
Exercises for OPTION!764
App. ASummary of Accounting Rules for Derivative Instruments779
App. BCumulative Distribution Function for the Standard Normal Random Variable784
Answers to Selected End-of-Chapter Problems785
Index793

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