The Resource Futures, options, and swaps, Robert W. Kolb and James A. Overdahl

Futures, options, and swaps, Robert W. Kolb and James A. Overdahl

Label
Futures, options, and swaps
Title
Futures, options, and swaps
Statement of responsibility
Robert W. Kolb and James A. Overdahl
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
Dewey number
332.64/5
Index
index present
LC call number
HG6024.A3
LC item number
K649 2007
Literary form
non fiction
Nature of contents
bibliography
Label
Futures, options, and swaps, Robert W. Kolb and James A. Overdahl
Publication
Note
Previous ed.: 2003
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
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 -- App. A. A summary of accounting rules for derivative instruments -- App. B. The cumulative distribution function for the standard normal random variable
Control code
000041179159
Dimensions
26 cm
Edition
5th ed
Extent
xvii, 819 p.
Isbn
9781405150491
Isbn Type
(alk. paper)
Lccn
2006103248
http://library.link/vocab/recordID
.b22739038
System control number
ec22739038

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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