Practical readings in financial derivates:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Malden, Mass. u.a.
Blackwell
1998
|
| Edition: | 1. publ. |
| Series: | Blackwell business
|
| Subjects: | |
| Online Access: | Table of Contents Inhaltsverzeichnis |
| Physical Description: | VIII, 357 S. graph. Darst. |
| ISBN: | 1577180844 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV011745285 | ||
| 003 | DE-604 | ||
| 005 | 20110207 | ||
| 007 | t | ||
| 008 | 980202s1998 xxud||| |||| 00||| eng d | ||
| 020 | |a 1577180844 |9 1-57718-084-4 | ||
| 035 | |a (OCoLC)37030920 | ||
| 035 | |a (DE-599)BVBBV011745285 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-739 |a DE-19 |a DE-521 |a DE-473 | ||
| 050 | 0 | |a HG6024.A3P73 1998 | |
| 082 | 0 | |a 332.64/5 |2 21 | |
| 082 | 0 | |a 332.64/5 21 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 084 | |a QK 640 |0 (DE-625)141673: |2 rvk | ||
| 245 | 1 | 0 | |a Practical readings in financial derivates |c ed. by Robert Kolb |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Malden, Mass. u.a. |b Blackwell |c 1998 | |
| 300 | |a VIII, 357 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Blackwell business | |
| 650 | 7 | |a Derivaten (financiën) |2 gtt | |
| 650 | 7 | |a Instrument dérivé (Finances) |2 rasuqam | |
| 650 | 4 | |a Instruments dérivés (Finances) | |
| 650 | 4 | |a Derivative securities | |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Kolb, Robert W. |e Sonstige |4 oth | |
| 856 | 4 | |u http://www.loc.gov/catdir/toc/fy02/97023202.html |3 Table of Contents | |
| 856 | 4 | 2 | |m Digitalisierung UB Bamberg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007924387&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-007924387 | ||
Record in the Search Index
| _version_ | 1804126287478915072 |
|---|---|
| adam_text | Contents
Preface vii
I Instruments and Pricing
---------------------------------------——
Introduction
3
A Futures and Forwards
7
1
Determining the Relevant Fair Value(s) of S&P
500
Futures:
A Case Study Approach
9
Ira G. Kawaller
2
Cash-and-carry Trading and the Pricing of Treasury Bill Futures
18
Ira G. Kawaller and Timothy W. Koch
В
Options
27
3
How to Use the Holes in Black-Scholes
29
Fischer Black
С
Swaps
39
4
Beyond Plain Vanilla: A Taxonomy of Swaps
41
Peter
A. Ab
ken
5
The Pricing of Interest Rate Swaps
65
John F. Marshall and Kenneth R. Kapner
6
Over-the-counter Interest Rate Derivatives
85
Anatoli Kuprianov
D
Exotics
m
7
Path-dependent Options
113
William
С
Hunter and David W. Stowe
8
Path-dependent Options: Valuation and Applications
121
William
С
Hunter and David W. Stowe
vi
Contents
9
An Introduction
to Special-purpose Derivatives:
Path-dependent Options
138
Gary Gastineau
II Risk Management Applications
Introduction
155
A Overview
159
10
Managing Financial Risk
161
Clifford W. Smith, Jr., Charles W.
Smithson,
and D. Sykes Wilford
В
Debt Markets
191
11
Improving Hedging Performance Using Interest Rate Futures
193
Robert
W. Kolb
and Raymond Chiang
12
Immunizing Bond Portfolios with Interest Rate Futures
205
Robert
W. Kolb
and Gerald D. Gay
13
Interest Rate Swaps versus Eurodollar Strips
220
Ira
G. Ka
waller
С
Equity Markets
229
14
The Mechanics of Portfolio Insurance
231
Thomas J. O Brien
15
Alternative Paths to Portfolio Insurance
245
Mark Rubinstein
16
The October Crash: Some Evidence on the Cascade Theory
259
G. J. Santoni
17
Portfolio Insurance and the Market Crash
279
Mark Rubinstein
D
Over-the-counter Markets
293
18
The Role of Interest Rate Swaps in Corporate Finance
295
Anatoli Kuprianov
19
A Tale of Two Bond Swaps
312
Andrew Kalotay and Bruce Tuckman
20
Over-the-counter Financial Derivatives: Risky Business?
325
Peter A. Abken
Sources
356
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV011745285 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3P73 1998 |
| callnumber-search | HG6024.A3P73 1998 |
| callnumber-sort | HG 46024 A3 P73 41998 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 600 QK 640 |
| ctrlnum | (OCoLC)37030920 (DE-599)BVBBV011745285 |
| dewey-full | 332.64/5 332.64/521 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 332.64/5 21 |
| dewey-search | 332.64/5 332.64/5 21 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01752nam a2200469 c 4500</leader><controlfield tag="001">BV011745285</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110207 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">980202s1998 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1577180844</subfield><subfield code="9">1-57718-084-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)37030920</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011745285</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-473</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3P73 1998</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/5</subfield><subfield code="2">21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/5 21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 640</subfield><subfield code="0">(DE-625)141673:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Practical readings in financial derivates</subfield><subfield code="c">ed. by Robert Kolb</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Malden, Mass. u.a.</subfield><subfield code="b">Blackwell</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 357 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Blackwell business</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivaten (financiën)</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Instrument dérivé (Finances)</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Instruments dérivés (Finances)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kolb, Robert W.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/fy02/97023202.html</subfield><subfield code="3">Table of Contents</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Bamberg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007924387&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007924387</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV011745285 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:15:03Z |
| institution | BVB |
| isbn | 1577180844 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007924387 |
| oclc_num | 37030920 |
| open_access_boolean | |
| owner | DE-739 DE-19 DE-BY-UBM DE-521 DE-473 DE-BY-UBG |
| owner_facet | DE-739 DE-19 DE-BY-UBM DE-521 DE-473 DE-BY-UBG |
| physical | VIII, 357 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Blackwell |
| record_format | marc |
| series2 | Blackwell business |
| spelling | Practical readings in financial derivates ed. by Robert Kolb 1. publ. Malden, Mass. u.a. Blackwell 1998 VIII, 357 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Blackwell business Derivaten (financiën) gtt Instrument dérivé (Finances) rasuqam Instruments dérivés (Finances) Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Derivat Wertpapier (DE-588)4381572-8 s DE-604 Kolb, Robert W. Sonstige oth http://www.loc.gov/catdir/toc/fy02/97023202.html Table of Contents Digitalisierung UB Bamberg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007924387&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Practical readings in financial derivates Derivaten (financiën) gtt Instrument dérivé (Finances) rasuqam Instruments dérivés (Finances) Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4143413-4 |
| title | Practical readings in financial derivates |
| title_auth | Practical readings in financial derivates |
| title_exact_search | Practical readings in financial derivates |
| title_full | Practical readings in financial derivates ed. by Robert Kolb |
| title_fullStr | Practical readings in financial derivates ed. by Robert Kolb |
| title_full_unstemmed | Practical readings in financial derivates ed. by Robert Kolb |
| title_short | Practical readings in financial derivates |
| title_sort | practical readings in financial derivates |
| topic | Derivaten (financiën) gtt Instrument dérivé (Finances) rasuqam Instruments dérivés (Finances) Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Derivaten (financiën) Instrument dérivé (Finances) Instruments dérivés (Finances) Derivative securities Derivat Wertpapier Aufsatzsammlung |
| url | http://www.loc.gov/catdir/toc/fy02/97023202.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007924387&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kolbrobertw practicalreadingsinfinancialderivates |