Practical readings in financial derivatives
By: edited by Robert W. Kolb.
Contributors: Kolb, Robert W.
Publisher: Blackwell Business
Published: 1998
Place of publication: Malden, Mass
Language: eng
Number of pages: 357
Subjects: Derivative securities.
Notes: Includes bibliographical references.
Table of contents: title: Machine generated contents note: : I Instruments and Pricing ; Introduction A Futures and Forwards; title: Di 1 Determining the Relevant Fair Value(s) of S&P 500 Futures:; title: A Case Study Approach; title: Ira G. Kawaller; title: Cash-and-carry Trading and the Pricing of Treasury Bill Futures; title: Ira G. Kawaller and Timothy W. Koch Options; title: How to Use the Holes in Black-Scholes; title: Fischer Black Swaps; title: eyond Plain Vanilla: A Taxonomy of Swaps; title: Peter A. Abken; title: Pricing of Interest Rate Swaps; title: John F. Marshall and Kenneth R. Kapner -"; title: Yer-the-counter Interest Rate Derivatives; title: l toi Kuprianov -dependent Options; title: im C. Hunter and David W. Stowe; title: depen t Options: Valuation and Applications; title: C. Hunter and David W. Stowe II Risk Management Applications Introduction A Overview; title: 10 Managing Financial Risk; title: Clifford W. Smith, Jr., Charles W. Smithson,; title: and D. Sykes Wilford B Debt Markets; title: 11 Improving Hedging Performance Using Interest Rate Futures; title: Robert W. Kolb and Raymond Chiang; title: 12 Immunizing Bond Portfolios with Interest Rate Futures; title: Robert W. Kolb and Gerald D. Gay; title: 13 Interest Rate Swaps versus Eurodollar Strips; title: Ira G. Kawaller C Equity Markets; title: 14 The Mechanics of Portfolio Insurance; title: Thomas J. O'Brien; title: 15 Alternative Paths to Portfolio Insurance; title: Mark Rubinstein; title: 16 The October Crash: Some Evidence on the Cascade Theory; title: G. J. Santoni; title: 17 Portfolio Insurance and the Market Crash; title: Mark Rubinstein D Over-the-counter Markets; title: 18 The Role of Interest Rate Swaps in Corporate Finance; title: Anatoli Kuprianov; title: 19 A Tale of Two Bond Swaps; title: Andrew Kalotay and Bruce Tuckman; title: 20 Over-the-counter Financial Derivatives: Risky Business?; title: Peter A. Abken Sources.