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Futures, Options and Swaps (Printed Price)
Original price was: ₹900.00.₹720.00Current price is: ₹720.00.
ISBN: 9780631232407
Author/Editor: Robert W. Kolb
Publisher: John Wiley
Year: 2003
1 in stock (can be backordered)
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.
www.blackwellpublishing.com/kolb
Additional information
Weight | 1.841 kg |
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Product Properties
Year of Publication | 2003 |
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Table of 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 |
Author | Robert W. Kolb |
ISBN/ISSN | 9780631232407 |
Binding | Hardback |
Edition | 4 |
Publisher | John Wiley |
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