Futures, Options, and Swamps (Student Package to Accompany Futures, Options, and Swamps)

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9781557867452: Futures, Options, and Swamps (Student Package to Accompany Futures, Options, and Swamps)

This work brings together in one text a comprehensive treatment of the three most important types of financial derivatives - futures, options and swaps - which are linked by a common pricing framework, the proposition that rational prices preclude arbitrage profits. This guiding principle is introduced in the first chapter and pursued throughout the text. Additionally, the text highlights the use of futures, options and swaps in risk management. The book features ample examples of speculative strategies that can be implemented with these instruments. The treatment in this text focus on financial derivatives, but it does not neglect traditional commodity futures. Each copy of the text is accompanied by OPTION!, an IBM-PC-compatible software program, which computes the option values discussed in the book, and can be used to solve the more than 50 exercises designed to enhance the understanding of option pricing principles and applications. An instructor's manual and futures data diskette with settlement prices on a wide variety of futures contacts is available to adopters.

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Book Description:

Written in a clear, conversational style, this fourth edition of the classic Futures, Options, and Swaps provides the most comprehensive coverage of derivatives currently available. This book is renowned for providing an excellent balance between introductory and advanced topics. This new edition includes many new applications exercises at the end of each chapter. An enhanced and updated version of Option! - the IBM PC-compatible program that can compute virtually every option and swap value discussed in this book - is included with the text. The software is also downloadable from the Futures, Options, and Swaps website, www.blackwellpublishing.com/kolb. The fourth edition has been extensively updated and reflects the evolution away from the `Chicago'-style markets that has happened in recent years. Chapters on futures markets, interest rate futures, and stock index futures have also been significantly revised.

About the Author:

Robert W. Kolb is the author and editor of over a dozen books and numerous articles on finance and investments. He currently devotes his time to writing and research, especially in the areas of futures markets, investments, and bond portfolio management. He was previously a professor of finance at the University of Florida, Emory University, and the University of Miami.

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