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Futures, options, and swaps - Robert W. Kolb
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Title
Futures, options, and swaps
Futures, options, and swaps
Author
Robert W. Kolb
Robert W. Kolb
format
Hardback
Hardback
Publisher
Wiley Blackwell
Wiley Blackwell
Language
English
English
UK Publication Date
19970628
19970628
Description
Futures, Options and Swaps brings together in one text a comprehensive treatment of the three most important types of financial derivatives. These three types of derivatives are linked by a common pricing framework. Readers will be able to clearly understand in a non–mathematical format the relationship between these derivatives and how the markets are affected by fluctuations in their pricing.
The text also emphasizes the use of futures, options and swaps in risk management and provide ample examples describing how these instruments can be implemented. There are also many examples showing the relationship between each instrument.
Each copy of the text is accompanied by an IBM–PC compatible diskette, including the program OPTION! which can compute virtually every option value discussed in the book. The exercises in the book can also be solved by using the OPTION! software.
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