Kolb, Robert W., 1949-

Futures, options, and swaps / Futures, options & swaps Robert W. Kolb. - 2nd edition. - Malden, Mass. : Blackwell Publishers, 1997. - xii, 710 p. : ill. ; 24 cm.+ 1 computer disk (3 1/2 in.)

Content
Chapter 1. Introduction
Chapter 2. Future Markets
Chapter 3. Future Prices
Chapter 4. Using Future Markets
Chapter 5. Interest Rate Future : Introduction
Chapter 6. Interest Rate Future : Refinements
Chapter 7. Stock Index Future : Introduction
Chapter 8. Stock Index Future : Refinement
Chapter 9. Foreign Exchange Future
Chapter 10. The Option Markets
Chapter 11. Option payoffs and option strategies
Chapter 12. Bounds on Option Prices
Chapter 13. European Option Pricing
Chapter 14. Option Sensitivities Option Hedging
Chapter 15. American Option Pricing
Chapter 16. Options on Stock Index, Foreign Currency, and Futures
Chapter 17. The Options Approach to Corporate Security
Chapter 18. Exotic Options
Chapter 19. The Swaps Markets : Introduction
Chapter 20. The Swaps Markets : Refinement
Option! Installation and Quick Start
Exercises for Option
Future Data Guide .

Includes bibliographical references and index.(p. 695 - 710)

1577180631 (alk. paper)

96034129


Option! (Computer file)


Derivative securities.
Financial futures.
Options (Finance)
Swaps (Finance)
Options (Finance)--Prices--Problems, exercises, etc.--Computer programs.

332.645 / KOL