Futures, Options and Swaps
4th Edition
Published on 7. November 2002
Book
Hardback
912 pages
978-0-631-23240-7 (ISBN)
Description
Written in a clear, conversational style, this 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. This new edition includes many new applications exercises at the end of each chapter. An enhanced and updated version of OPTION! - the IBM PC-compatible program that can compute virtually every option and swap value discussed in this book - is included with the text. The software is also downloadable from the Futures, Options, and Swaps website, http: //www .blackwellpublishers.co.uk/kolb/. The fourth edition has been extensively updated and reflects the evolution away from the 'Chicago'-style markets that has happened in recent years. Chapters on futures markets, interest rate futures, and stock index futures have also been significantly revised.
Reviews / Votes
"The best college textbook I have ever reviewed...every finance professor and practitioner should have a copy because it breaks new ground on several fronts." Suk H. Kim, University of Detroit Mercy "This edition, with its outstanding balance of theory and application along with its thorough coverage of relevant institutional arrangements, provides students at all levels with an excellent understanding of these markets. The accompanying OPTION! software is a powerful teaching aide for the pricing of various option and swaps products." Gerry Gay, Georgia State UniversityMore details
Edition
4th Revised edition
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Edition type
Revised edition
Illustrations
210
Dimensions
Height: 246 mm
Width: 189 mm
Weight
1841 gr
ISBN-13
978-0-631-23240-7 (9780631232407)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Rob Quail | James A. Overdahl
Futures, Options, and Swaps
Book
05/2007
5th Edition
Wiley
€101.50
Shipment within 3-4 weeks
Previous edition
Robert W. Kolb
Futures, Options and Swaps
Book
06/1999
3rd Edition
Blackwell Publishers
€63.32
Article exhausted; check for reprint
Person
Professor 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. Kolb was Professor at the University of Florida, Emory University, and the University of Miami.
Content
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.