Practical Readings in Financial Derivatives / Edition 1by Robert W. Kolb, Kolb
Pub. Date: 02/12/1998
Two central themes govern the contentthe pricing of financial derivatives and their practical application in risk management. See more details below
Two central themes govern the contentthe pricing of financial derivatives and their practical application in risk management.
- Publication date:
- Edition description:
- New Edition
- Product dimensions:
- 6.89(w) x 9.70(h) x 0.79(d)
Table of Contents
Part I: Instruments and Pricing:.
Futures and Forwards:.
1. Determining the Relevant Fair Value(s) of S & P 500 Futures: A Case Study Approach: Ira G. Kawaller.
2. Cash-and-Carry Trading and the Pricing of Treasury Bill Futures: Ira G. Kawaller and Timothy W. Koch.
3. How to Use the Holes in Black and Scholes: Fischer Black.
4. Beyond Plain Vanilla: A Taxonomy of Swaps: Peter A. Abken.
5. The Pricing of Interest Rate Swaps: John F. Marshall and Kenneth R. Kapner. 6. Over-the-Counter Interest Rate Derivatives: Anatoli Kuprianov.
7. Path-Dependent Options: William C. Hunter and David W. Stowe.
8. Path-Dependent Options: Valuation and Applications: William C. Hunter and David W. Stowe.
9. An Introduction to Special-Purpose Derivatives: Path-Dependent Options: Gary Gastineau.
Part II: Risk Management Applications:.
10. Managing Financial Risk: Clifford W. Smith, Jr. Charles W. Smithson, and D. Sykes Wilford.
11. Improving Hedging Performance Using Interest Rate Futures: Robert W. Kolb and Raymond Chiang.
12. Immunizing Bond Portfolios with Interest Rate Futures: Robert W. Kolb and Gerald D. Gay.
13. Interest Rate Swaps versus Eurodollar Strips: Ira G. Kawaller.
14. The Mechanics of Portfolio Insurance: Thomas J. O'Brien.
15. Alternative Paths to Portfolio Insurance: Mark Rubinstein.
16. The October Crash: Some Evidence on the Cascade Theory: G. J. Santoni.
17. Portfolio Insurance and the Market Crash: Mark Rubinstein.
18. The Role of Interest Rate Swaps in Corporate Finance: Anatoli Kuprianov.
19. A Tale of Two Bond Swaps: Andrew Kalotay and Bruce Tuckman.
20. Over-the-Counter Financial Derivatives: Risky Business?: Peter A. Abken.
and post it to your social network
Most Helpful Customer Reviews
See all customer reviews >