Verfügbarkeit: Financial derivatives | Technische Universität München

Financial derivatives:

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Bibliographische Detailangaben
Beteilige Person:	Kolb, Robert W. (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge, Mass. [u.a.] Blackwell 1996
Ausgabe:	2. ed.
Schriftenreihe:	Blackwell business
Schlagwörter:	Derivative securities Financial engineering Optionshandel Finanzinstrument Terminhandel Financial Futures Swap Financial Engineering Derivat > Wertpapier Lehrbuch
Links:	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
Umfang:	IX, 261 S. graph. Darst.
ISBN:	1557869308

Internformat

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Datensatz im Suchindex

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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.
author_role	aut
author_sort	Kolb, Robert W.
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building	Verbundindex
bvnumber	BV011074070
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
dewey-full	332.620 332.645
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.6 20 332.645
dewey-search	332.6 20 332.645
dewey-sort	3332.6 220
dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
edition	2. ed.
format	Book
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genre_facet	Lehrbuch
id	DE-604.BV011074070
illustrated	Illustrated
indexdate	2024-12-20T10:05:51Z
institution	BVB
isbn	1557869308
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-007418159
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owner	DE-703 DE-19 DE-BY-UBM DE-1047 DE-521
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physical	IX, 261 S. graph. Darst.
publishDate	1996
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publisher	Blackwell
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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
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