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Futures, Options, and Swaps, 5th Edition

Futures, Options, and Swaps, 5th Edition

Robert W. Kolb, James A. Overdahl

ISBN: 978-1-405-15049-1

Feb 2007

838 pages

Select type: Hardcover

In Stock

$105.95

Description

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

Related Resources

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

“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<!--end-->

  • New edition of the most comprehensive and readable text on derivative 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