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Futures, Options and Swaps - Hardcover

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9781577180630: Futures, Options and Swaps

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Futures, Options and Swaps, brings together in one text a comprehensive treatment of the three most important types of financial derivatives.

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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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9780631214991: Futures, Options and Swaps

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ISBN 10:  0631214992 ISBN 13:  9780631214991
Publisher: Wiley-Blackwell, 1999
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