The Resource Financial derivatives : pricing and risk management, Robert W. Kolb, James A. Overdahl

Financial derivatives : pricing and risk management, Robert W. Kolb, James A. Overdahl

Financial derivatives : pricing and risk management
Financial derivatives
Title remainder
pricing and risk management
Statement of responsibility
Robert W. Kolb, James A. Overdahl
Essential insights on the various aspects of financial derivatives. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. -- Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities -- Provides thorough coverage of financial derivatives and their role in risk management -- Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation. This informative guide will help you unlock the incredible potential of financial derivatives
Member of
Cataloging source
Dewey number
index present
LC call number
LC item number
K648 2010eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
The Robert W. Kolb series in finance
Financial derivatives : pricing and risk management, Robert W. Kolb, James A. Overdahl
Bibliography note
Includes bibliographical references and index
  • net
Carrier category
online resource
Carrier category code
Carrier MARC source
Content category
Content type code
Content type MARC source
Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers
Control code
1 online resource (xxiv, 600 pages)
Form of item
Media category
Media MARC source
Media type code
Other control number
Other physical details
  • 231671
  • f45daabb-d923-435e-a761-19808d061497
Specific material designation
System control number
  • (OCoLC)656478230
  • pebco0470541725

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
Processing Feedback ...