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LEADER 03954cam a22004334a 4500

001 ocn299694569;

003 OCoLC;

005 20141212050051.0;

008 090504s2010 njua b 001 0 eng ;

010 a| 2009017152;

020 a| 9780470499108 (cloth);

020 a| 0470499109 (cloth);

029 1 a| AU@b| 000044195586;

035 a| (Sirsi) o299694569;

035 a| (OCoLC)299694569;

049 a| EREE;

050 04 a| HG6024.A3b| F56 2010;

082 00 a| 332.64/572| 22;

245 00 a| Financial derivatives :b| pricing and risk management /c| [edited by] Robert W. Kolb, James A. Overdahl.;

300 a| xxiv, 600 pages :b| illustrations ;c| 26 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| The Robert W. Kolb series in finance;

504 a| Includes bibliographical references and index.;

505 0 a| Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers.;

650 0 a| Derivative securities.=| ^A355791;

650 0 a| Financial engineering.=| ^A286173;

700 1 a| Kolb, Robert W.,d| 1949-=| ^A281212;

700 1 a| Overdahl, James A.=| ^A575137;

830 0 a| Robert W. Kolb series in finance.=| ^A1054627;

994 a| C0b| ERE;

938 a| Baker and Taylorb| BTCPn| BK0008164900;

938 a| YBP Library Servicesb| YANKn| 3060137;

596 a| 1;

998 a| 2191423;

999 a| HG6024.A3 K648 2010w| LCc| 1i| 30372015322321d| 5/20/2013e| 4/29/2013f| 7/25/2012g| 2l| JGESm| JOYNERn| 3r| Ys| Yt| JGESBKu| 4/16/2010x| BOOKz| JSTACKSo| .STAFF. jmpl;

Financial derivatives : pricing and risk management / [edited by] Robert W. Kolb, James A. Overdahl.

Other author	Kolb, Robert W., 1949-
Other author	Overdahl, James A.
Format	Book
Publication Info	Hoboken, N.J. : John Wiley & Sons, ©2010.
Description	xxiv, 600 pages : illustrations ; 26 cm.
Subjects	Derivative securities. Financial engineering.

Series	The Robert W. Kolb series in finance Robert W. Kolb series in finance. ^A1054627
Contents	Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers.
Bibliography note	Includes bibliographical references and index.
LCCN	2009017152
ISBN	9780470499108 (cloth)
ISBN	0470499109 (cloth)

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Joyner	General Stacks	HG6024.A3 K648 2010	✔ Available	Place Hold

Financial derivatives : pricing and risk management / [edited by] Robert W. Kolb, James A. Overdahl.

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