The Resource Practical readings in financial derivatives, edited by Robert W. Kolb

Practical readings in financial derivatives, edited by Robert W. Kolb

Label
Practical readings in financial derivatives
Title
Practical readings in financial derivatives
Statement of responsibility
edited by Robert W. Kolb
Contributor
Subject
Language
eng
Cataloging source
TOC
Dewey number
  • 332.64/5
  • 332.64/5
Index
no index present
LC call number
HG6024.A3
LC item number
P73 1998
Literary form
non fiction
Nature of contents
bibliography
Label
Practical readings in financial derivatives, edited by Robert W. Kolb
Publication
Bibliography note
  • Includes bibliographical references and index
  • Includes bibliographies
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • wbl
  • fro
Contents
  • I. Instruments and Pricing. A. Futures and Forwards. 1. Determining the Relevant Fair Value(s) of S&P 500 Futures: A Case Study Approach / Ira G. Kawaller. 2. Cash-and-carry Trading and the Pricing of Treasury Bill Futures / Ira G. Kawaller and Timothy W. Koch. B. Options. 3. How to Use the Holes in Black-Scholes / Fischer Black. C. Swaps. 4. Beyond Plain Vanilla: A Taxonomy of Swaps / Peter A. Abken. 5. The Pricing of Interest Rate Swaps / John F. Marshall and Kenneth R. Kapner. 6. Over-the-counter Interest Rate Derivatives / Anatoli Kuprianov. D. Exotics. 7. Path-dependent Options / William C. Hunter and David W. Stowe. 8. Path-dependent Options: Valuation and Applications / William C. Hunter and David W. Stowe. 9. An Introduction to Special-purpose Derivatives: Path-dependent Options / Gary Gastineau -- II. Risk Management Applications. A. Overview. 10. Managing Financial Risk / Clifford W. Smith, Jr., Charles W. Smithson and D. Sykes Wilford. B. Debt Markets
  • 11. Improving Hedging Performance Using Interest Rate Futures / Robert W. Kolb and Raymond Chiang. 12. Immunizing Bond Portfolios with Interest Rate Futures / Robert W. Kolb and Gerald D. Gay. 13. Interest Rate Swaps versus Eurodollar Strips / Ira G. Kawaller. C. Equity Markets. 14. The Mechanics of Portfolio Insurance / Thomas J. O'Brien. 15. Alternative Paths to Portfolio Insurance / Mark Rubinstein. 16. The October Crash: Some Evidence on the Cascade Theory / G. J. Santoni. 17. Portfolio Insurance and the Market Crash / Mark Rubinstein. D. Over-the-counter Markets. 18. The Role of Interest Rate Swaps in Corporate Finance / Anatoli Kuprianov. 19. A Tale of Two Bond Swaps / Andrew Kalotay and Bruce Tuckman. 20. Over-the-counter Financial Derivatives: Risky Business? / Peter A. Abken
Control code
000013263086
Extent
viii, 357 p
Isbn
9781577180845
Isbn Type
(alk. paper)
Lccn
  • 97023202
  • 97023202
http://library.link/vocab/recordID
.b19153636
System control number
  • 13263086lh
  • (OCoLC)37030920

Library Locations

    • Deakin University Library - Geelong Waterfront CampusBorrow it
      1 Gheringhap Street, Geelong, Victoria, 3220, AU
      -38.143069 144.360403
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      -37.846510 145.115099
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      -38.195656 144.304955
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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