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FUTURES OPTIONS AND SWAPSKOLB R., OVERDAHL J.wydawnictwo: BLACKWELL , rok wydania 2007, wydanie Vcena netto: Futures, Options, and Swaps "This is a revision of an already excellent textbook that has a very clear way of
explaining the often difficult concepts that the student needs to understand in this very
technical subject area. What I particularly like is the careful way the text builds up the
material in a simple style without skipping any steps. This incremental approach makes it
a very useful teaching resource. The book clearly knows what it is trying to do and makes
no assumption about the knowledge level of the reader. I also like the way material is
presented through the use of concrete examples." Written in an accessible, non-technical style, "Futures, Options, and Swaps" is the most comprehensive text on derivatives markets available. As the only book to utilize such a reader-friendly, instructive approach, students will find the material readily comprehensible without a professor's guidance, thereby freeing instructors to cover only the vital topics, or to teach a more technical course. This fifth edition has been extensively revised to address the most recent developments in this rapidly evolving field. New and updated information reflects current conditions in a variety of areas, including electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation. Also new to this edition are text boxes containing anecdotes or vignettes related to topics discussed more formally in the text, and product profiles to describe some of the more successful contracts around the world and to highlight innovative or unusual features of traded contracts. The treatment in this text emphasizes financial derivatives, but it does not neglect traditional commodity futures. An accompanying website can be found online at www.blackwellpublishing.com/kolb, containing the OPTION! program that allows the user to compute virtually every option and swap value discussed in this book, as well as many of the relationships among different option prices. The website also includes more than 80 exercises designed to enhance the understanding of option pricing principles and applications. Robert W. Kolb holds the Frank W. Considine Chair in Applied Ethics at Loyola University Chicago. He was formerly Assistant Dean for Business and Society (2003-2006) at the University of Colorado, and John S. and James L. Knight Professor of Finance at the University of Miami. He is author and co-author of numerous texts in finance, including Futures, Options, and Swaps, 5e (with James A. Overdahl, Blackwell, 2007) and Understanding Futures Markets, 6e (with James A. Overdahl, Blackwell, 2006). James A. Overdahl is Chief Economist at the Commodity Futures Trading Commission in Washington, D.C., and has held senior positions at the Risk Analysis Division at the Office of the Comptroller of the Currency and at the Securities and Exchange Commission. He has been an adjunct professor of finance at Georgetown University, the University of Maryland, George Washington University, and Johns Hopkins University. Table of Contents Preface Acknowledgments 1. Introduction 2. Futures Markets 3. Futures Prices 4. Using Futures Markets 5. Interest Rate Futures: An Introduction 6. Interest Rate Futures: Refinements 7. Security Futures Products: An Introduction 8. Security Futures Products: Refinements 9. Foreign Exchange Futures 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: An Introduction 21. Swaps: Economic Analysis and Pricing 22. Swaps: Applications Appendix A: A Summary of Accounting Rules for Derivatives Instruments Appendix B: The Cumulative Distribution Function for the Standard Normal Random Variable Index Hardcover, 819 pages
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