Holdings: Financial derivatives

Financial derivatives:

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Bibliographic Details
Main Author:	Kolb, Robert W. (Author)
Format:	Book
Language:	English
Published:	Cambridge, Mass. [u.a.] Blackwell 1996
Edition:	2. ed.
Series:	Blackwell business
Subjects:	Derivative securities Financial engineering Optionshandel Finanzinstrument Terminhandel Financial Futures Swap Financial Engineering Derivat > Wertpapier Lehrbuch
Online Access:	Inhaltsverzeichnis
Physical Description:	IX, 261 S. graph. Darst.
ISBN:	1557869308

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MARC


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Record in the Search Index

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adam_text	Table of Contents Preface vii Chapter 1 Introduction 1 Overview 1 Futures 2 Financial Engineering 9 Markets for Financial Derivatives 14 The Social Role of Financial Derivatives 16 Summary 18 Questions and Problems 18 Suggested Readings 19 Notes 19 Chapter 2 Futures 21 Overview 21 The Futures Exchange 21 Typical Contract Terms 23 Order Flow 23 The Clearinghouse and Its Functions 24 The Clearinghouse and the Trader 25 Futures Pricing 32 The Cost of Carry Model in Perfect Markets 33 Cash and Futures Pricing Relationships 34 The Cost of Carry Model in Imperfect Markets 38 Pricing Interest Rate Futures Contracts 45 The Financing Cost and the Implied Repo Rate 50 Stock Index Futures Prices 56 Index Arbitrage and Program Trading 61 Market Imperfections and Stock Index Futures Prices 67 iii iv Financial Derivatives Summary 68 Questions and Problems 68 Suggested Readings 69 Notes 70 Chapter 3 Options 73 Overview 73 Call and Put Options 74 Option Terminology 75 Types of Options 76 Option Quotations 77 Option Pricing 79 Call Option Prices and Interest Rates 92 Prices of Call Options and the Riskiness of Stocks 94 Call Options as Insurance Policies 96 The Option Pricing Model 96 The Valuation of Put Options 102 Speculating with Options 104 Hedging with Options 104 Options on Futures 106 Foreign Currency Options 112 Summary 117 Questions and Problems 118 Suggested Readings 119 Notes 120 Chapter 4 The Swaps Market 126 Overview 123 The Swaps Market 124 Plain Vanilla Swaps 127 Motivations for Swaps 131 Swap Facilitators 136 Pricing of Swaps 144 Swap Portfolios 147 Summary 150 Questions and Problems 151 Suggested Readings 152 Notes 152 V Chapter 5 Synthesizing and Transforming Securities 155 Overview 155 Synthetic Instruments 156 The Swap as a Portfolio of Forwards 162 Creating Synthetic Securities with Swaps 166 Transforming the Maturity of an Investment 171 Option Combinations 175 Portfolio Insurance 185 Portfolio Insurance and Dynamic Hedging 195 Summary 199 Questions and Problems 200 Suggested Readings 201 Notes 202 Chapter 6 Risk Management and Financial Engineering 205 Overview 205 Hedging with Futures 206 Real World Program Trading and Index Arbitrage 220 More Sophisticated Swap and Option Structures 225 Engineering New Products 229 Engineering Tailored Solutions 237 Debacles 242 Summary 247 Questions and Problems 248 Suggested Readings 250 Notes 251 Appendix 253 Index 255
any_adam_object	1
author	Kolb, Robert W.
author_facet	Kolb, Robert W.
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author_sort	Kolb, Robert W.
author_variant	r w k rw rwk
building	Verbundindex
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callnumber-first	H - Social Science
callnumber-label	HG6024
callnumber-raw	HG6024.A3K648 1996
callnumber-search	HG6024.A3K648 1996
callnumber-sort	HG 46024 A3 K648 41996
callnumber-subject	HG - Finance
classification_rvk	QK 600 QK 660
ctrlnum	(OCoLC)247076436 (DE-599)BVBBV011074070
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dewey-ones	332 - Financial economics
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dewey-search	332.6 20 332.645
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dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
edition	2. ed.
format	Book
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physical	IX, 261 S. graph. Darst.
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spelling	Kolb, Robert W. Verfasser aut Financial derivatives Robert W. Kolb 2. ed. Cambridge, Mass. [u.a.] Blackwell 1996 IX, 261 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Blackwell business Derivative securities Financial engineering Optionshandel (DE-588)4126185-9 gnd rswk-swf Finanzinstrument (DE-588)4461672-7 gnd rswk-swf Terminhandel (DE-588)4059499-3 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf Swap (DE-588)4199581-8 gnd rswk-swf Financial Engineering (DE-588)4208404-0 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Terminhandel (DE-588)4059499-3 s Swap (DE-588)4199581-8 s Financial Engineering (DE-588)4208404-0 s DE-604 Financial Futures (DE-588)4128564-5 s Optionshandel (DE-588)4126185-9 s 2\p DE-604 Derivat Wertpapier (DE-588)4381572-8 s Finanzinstrument (DE-588)4461672-7 s 3\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007418159&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Kolb, Robert W. Financial derivatives Derivative securities Financial engineering Optionshandel (DE-588)4126185-9 gnd Finanzinstrument (DE-588)4461672-7 gnd Terminhandel (DE-588)4059499-3 gnd Financial Futures (DE-588)4128564-5 gnd Swap (DE-588)4199581-8 gnd Financial Engineering (DE-588)4208404-0 gnd Derivat Wertpapier (DE-588)4381572-8 gnd
subject_GND	(DE-588)4126185-9 (DE-588)4461672-7 (DE-588)4059499-3 (DE-588)4128564-5 (DE-588)4199581-8 (DE-588)4208404-0 (DE-588)4381572-8 (DE-588)4123623-3
title	Financial derivatives
title_auth	Financial derivatives
title_exact_search	Financial derivatives
title_full	Financial derivatives Robert W. Kolb
title_fullStr	Financial derivatives Robert W. Kolb
title_full_unstemmed	Financial derivatives Robert W. Kolb
title_short	Financial derivatives
title_sort	financial derivatives
topic	Derivative securities Financial engineering Optionshandel (DE-588)4126185-9 gnd Finanzinstrument (DE-588)4461672-7 gnd Terminhandel (DE-588)4059499-3 gnd Financial Futures (DE-588)4128564-5 gnd Swap (DE-588)4199581-8 gnd Financial Engineering (DE-588)4208404-0 gnd Derivat Wertpapier (DE-588)4381572-8 gnd
topic_facet	Derivative securities Financial engineering Optionshandel Finanzinstrument Terminhandel Financial Futures Swap Financial Engineering Derivat Wertpapier Lehrbuch
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007418159&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT kolbrobertw financialderivatives

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