Futures, Options, and Swaps

by Robert W. Kolb

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.

Genres: Finance

Paperback

First published February 1, 1994

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[Hung · Rating 4 out of 5]

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