Futures, options, and swaps

著者

• Kolb, Robert W.

書誌事項

Futures, options, and swaps

Robert W. Kolb

Kolb Publishing, c1994

注記

System requirements for computer disk: IBM-compatible PC; DOS; graphics capability and hard disk recommended

Includes bibliographical references and index

内容説明・目次

内容説明

This text a comprehensive treatment of the three most important types of financial derivatives which are linked by a common pricing framework, the proposition that rational prices preclude arbitrage profits. This guiding principle is introduced in the first chapter and pursued throughout the text. Additionally, the text emphasizes the use of futures, options, and swaps in risk management. While the author features ample examples of speculative strategies that can be implemented with these instruments, the discussion emphasizes the relationship among futures, options, and swaps, for example, various parity conditions are derived and illustrated. The treatment in this text emphasizes financial derivatives, but it does not neglect traditional commodity futures. Each copy of the text is accompanied by OPTION!, an IBM PC-compatible software program, which computes the option values discussed in the book, and can be used to solve the more than 50 exercises designed to enhance the understanding of option pricing principles and applications. An instructor's manual and futures data diskette with settlement prices on a wide variety of futures contacts is available to adopters.

目次

• Futures markets
• futures prices
• using futures markets
• interest rate futures - introduction
• interest rate futures - refinements
• stock index futures - introduction
• stock index futures - refinements
• foreign currency options
• the options market
• option payoffs and option strategies
• bounds on options prices
• European option pricing
• option sensitivities and option hedging
• American option pricing
• options on stock indexes, foreign currency, and futures
• the options approach to corporate securities
• the swaps market - refinements
• OPTION!
• exercises for OPTION!
• futures data.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA35061402
• ISBN:
  • 1878975420
• LCCN: 93081273
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Miami, Fla
• ページ数/冊数: 770 p.
• 大きさ: 26 cm.
• 付属資料: 1 computer disk (3 1/2 in.)
• 分類:
  • LCC : HG6024.A3
  • DC20 : 332.64/5
• 件名:
  • LCSH : Derivative securities
  • LCSH : Financial futures
  • LCSH : Options (Finance)
  • LCSH : Swaps (Finance)
  • LCSH : Option! (Computer file)
  • LCSH : Options (Finance) -- Prices -- Problems, exercises, etc. -- Computer programs