Futures, Options, And Swaps

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Overdahl, James

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ISBN:9781405150491
Editorial: Blackwell Publishers
Fecha de la edición:2007
Número de la edición: 5
Encuadernación:Tapa dura
Dimensiones: 19 cm x 25 cm
Nº Pág.:840
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Materias:

/ Sistema Financiero
/ Bolsa

A new and updated edition of the most readable, comprehensive text available on derivatives markets.

Utilizes an even more applied approach than previous editions
Provides an excellent balance between introductory and advanced topics
Extensively updated to incorporate and explicate development in the field including the areas of electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation
Revised to include over 50 text boxes with applied vignettes on topical issues, product profiles, and historical anecdotes

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