Financial Derivatives.pdf

(Page: 336)

3rd Edition.

[2003.ISBN0471232327]

John Wiley & Sons, Inc.

ROBERT W. KOLB
JAMES A. OVERDAHL

Financial Derivatives introduces the broad range of markets for financial
derivatives. A financial derivative is a financial instrument based on another
more elementary financial instrument. The value of the financial derivative
depends on, or derives from, the more basic instrument. Usually, the
base instrument is a cash market financial instrument, such as a bond or a
share of stock.

Introductory in nature, this book is designed to supplement a wide
range of college and university finance and economics classes. Every effort
has been made to reduce the mathematical demands placed on the student,
while still developing a broad understanding of trading, pricing, and risk
management applications of financial derivatives.

CHAPTER 1 Introduction 1
CHAPTER 2 Futures 23
CHAPTER 3 Risk Management with Futures Contracts 69
CHAPTER 4 Options 96
CHAPTER 5 Risk Management with Options Contracts 140
CHAPTER 6 The Swaps Market 166
CHAPTER 7 Risk Management with Swaps 199
CHAPTER 8 Financial Engineering and Structured Products 224
APPENDIX 271
QUESTIONS AND PROBLEMS WITH ANSWERS 273
NOTES 305
INDEX 313

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