Futures, options, and swaps /

Bibliographic Details
Main Author: Kolb, Robert W. (autor)
Format: Book
Language:English
Published: Malden, MA : Blackwell Publishers, 1999
Edition:Third edition
Subjects:
Online Access:Información sobre el autor

MARC

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100 1 |9 19455  |a Kolb, Robert W.  |e autor 
245 1 0 |a Futures, options, and swaps /   |c Robert W. Kolb. 
250 |a Third edition 
264 1 |a Malden, MA :   |b Blackwell Publishers,   |c 1999 
300 |a xiv, 804 páginas +   |e 2 diskettes :   |b gráficos 
336 |2 rdacontent  |a texto 
337 |2 rdamedia  |a sin mediación 
338 |2 rdacarrier  |a volumen 
504 |a Incluye referencias bibliográficas. 
505 0 |a Preface -- 1. Introduction -- 2. Futures markets -- 3. Futures prices -- 4. Using futures markets -- 5. Interest rate futures: introduction -- 6. Interest rate futures: refinements -- 7. Stock index futures: introduction -- 8. Stock index futures: refinements -- 9. Foreign currency 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: introduction -- 21. Swaps: economic analysis and pricing -- 22. Swaps: applications -- OPTION! Installation and tutorial -- Exercises for OPTION! -- Appendix A. Summary of accounting rules for derivative instruments -- Appendix B. Cumulative distribution function for the Standard Normal Random Variable -- Answers to selected end-of-chapter problems -- Index. 
650 4 |9 6597  |a FUTUROS 
650 4 |9 2254  |a OPCIONES 
650 4 |9 4638  |a INSTRUMENTOS FINANCIEROS 
650 4 |9 1533  |a MERCADO DE FUTUROS 
650 4 |9 4946  |a MERCADO DE OPCIONES 
650 4 |9 585  |a TIPO DE INTERES 
650 4 |9 150  |a PRECIOS 
653 4 |a ACTIVOS FINANCIEROS 
653 4 |a CAPS 
653 4 |a CREDITO BANCARIO A INTERES VARIABLE 
653 4 |a CREDITO RECIPROCO 
653 4 |a SWAP 
653 4 |a DETERMINACION DEL PRECIO 
856 4 |u https://scholar.google.com/citations?user=N440gQ4AAAAJ&hl=en  |y Información sobre el autor 
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