by RobertW.Kolb (Author)
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, http: //www .blackwellpublishers.co.uk/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.
Format: Hardcover
Pages: 912
Edition: 4th Revised edition
Publisher: Wiley-Blackwell
Published: 07 Nov 2002
ISBN 10: 0631232400
ISBN 13: 9780631232407