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 .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.
- ISBN10 0631214992
- ISBN13 9780631214991
- Publish Date 1 June 1999 (first published 31 March 1995)
- Publish Status Out of Print
- Out of Print 18 October 2003
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint Blackwell Publishers
- Edition 3rd Revised edition
- Format Hardcover
- Pages 824
- Language English