Futures, Options, and Swaps, 4th Edition (Book/CD- Rom)

Futures, Options, and Swaps, 4th Edition (Book/CD- Rom) Book Description

Written in a clear, conversational style, the 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.
Extensively updated.

Includes additional application exercises.

Reflects new trends and changes which represent an evolution away from the "Chicago" markets.

Additional new material on risk included.

Features accompanying website.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 Features.

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.

21. Swaps: Economic Analysis and Pricing.

22. Swaps: Applications.

OPTION! Installation and Tutorial.

Exercises for OPTION!

Appendix A: Summary of Accounting Rules for Derivative Instruments.

Appendix B: Cumulative Distribution Function for the Standard Normal Random Variable.

Answers to Selected End-of-Chapter Problems.

Index.

About the Authors

Robert W. Kolb

is the author and editor of over a dozen books and numerous articles on finance and investments. He currently devotes his time to writing and research, especially in the areas of futures markets, investments, and bond portfolio management. He was previously a professor of finance at the University of Florida, Emory University, and the University of Miami.

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