Futures, Options, and Swaps

A new and updated edition of the most readable, comprehensive text available on derivatives markets. * Utilizes an even more applied approach than previous editions * Provides an excellent balance between introductory and advanced topics * Extensively updated to incorporate and explicate development in the field including the areas of electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation * Revised to include over 50 text boxes with applied vignettes on topical issues, product profiles, and historical anecdotes

ISBN	1405150491	Pages	840
ISBN13	9781405150491 (What's this?)	Volumes	1
Publisher	John Wiley and Sons Ltd	Weight (grammes)	1696
Imprint	Wiley-Blackwell (an imprint of John Wiley & Sons Ltd)	Published in	Chicester
Format	Hardback	Previous ISBN	9780631232407
Publication date	02 May 2007	Height (mm)	256
Library of Congress	HG6024	Width (mm)	200
DEWEY	332.645	Spine width (mm)	43
DEWEY edition	DC22	Academic level	Professional / Scholarly

1	Introduction	1
2	Futures markets	13
3	Futures prices	69
4	Using futures markets	116
5	Interest rate futures : an introduction	152
6	Interest rate futures : refinements	188
7	Security futures products : an introduction	241
8	Security futures products : refinements	268
9	Foreign exchange futures	298
10	The options market	330
11	Option payoffs and option strategies	357
12	Bounds on option prices	406
13	European option pricing	434
14	Option sensitivities and option hedging	476
15	American option pricing	512
16	Options on stock indexes, foreign currency, and futures	540
17	The options approach to corporate securities	566
18	Exotic options	579
19	Interest rate options	618
20	The swaps market : an introduction	659
21	Swaps : economic analysis and pricing	700
22	Swaps : applications	741
App. A	A summary of accounting rules for derivative instruments	806
App. B	The cumulative distribution function for the standard normal random variable	811

"This is a revision of an already excellent textbook that has a very clear way of explaining the often difficult concepts that the student needs to understand in this very technical subject area. What I particularly like is the careful way the text builds up the material in a simple style without skipping any steps. This incremental approach makes it a very useful teaching resource. The book clearly knows what it is trying to do and makes no assumption about the knowledge level of the reader. I also like the way material is presented through the use of concrete examples." Peter Moles, University of Edinburgh

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