Futures, options, and swaps:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cornwall
Blackwell Publ.
2003
|
| Ausgabe: | 4. ed. |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010054483&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XVIII, 887 S. graph. Darst. 1 CD-Rom (12 cm) |
| ISBN: | 0631232400 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1819326449415356416 |
|---|---|
| adam_text | Preface xv
1 Introduction 1
Overview 1
Financial Derivatives 1
Applications of Financial Derivatives 5
The Concept of Arbitrage 7
Organization of the Text 8
Questions and Problems 10
Notes 12
2 Futures Markets 13
Overview 13
Futures Markets 13
Exchanges and Types of Futures 25
Purposes of Futures Markets 29
Regulation of Futures Markets 32
Taxation of Futures Trading 37
Brokers, Advisors, and Commodity Fund Managers 37
The Changing Environment of Futures Markets 39
Electronic Futures Trading 41
Market Corners and Squeezes 42
Conclusion 46
Questions and Problems 47
Notes 48
3 Futures Prices 50
Overview 50
Reading Futures Prices 51
The Basis and Spreads 54
Models of Futures Prices 60
Futures Prices and Expectations 80
Futures Prices and Risk Aversion 82
Characteristics of Futures Prices 88
Conclusion 92
¦ *
VII
Questions and Problems 93
Notes 95
4 Using Futures Markets 97
Overview 97
Price Discovery 98
Speculation 100
Speculative Profits 107
Hedging 111
Conclusion 122
Questions and Problems 123
Notes 125
5 Interest Rate Futures: Introduction 128
Overview 128
Short Maturity Interest Rate Futures Contracts 128
Longer Maturity Interest Rate Futures 133
Pricing Interest Rate Futures Contracts 139
Speculating with Interest Rate Futures 147
Hedging with Interest Rate Futures 152
Conclusion 160
Questions and Problems 160
Notes 163
6 Interest Rate Futures: Refinements 164
Overview 164
The T Bond Futures Contract in Detail 165
Seller s Options in T Bond Futures 175
Interest Rate Futures Market Efficiency 180
Applications: Eurodollar and T Bill Futures 187
Hedging with T Bond Futures 198
Conclusion 214
Questions and Problems 214
Notes 217
7 Stock Index Futures: Introduction 219
Overview 219
The Indexes 220
Stock Index Futures Contracts 224
Stock Index Futures Prices 225
Index Arbitrage and Program Trading 228
Speculating with Stock Index Futures 233
Risk Management with Stock Index Futures 236
Conclusion 239
Questions and Problems 239
Notes 242
8 Stock Index Futures: Refinements 243
Overview 243
Stock Index Futures Prices 243
Real World Program Trading 248
Hedging with Stock Index Futures 251
Asset Allocation 258
Portfolio Insurance 260
Index Futures and Stock Market Volatility 262
Index Futures and Stock Market Crashes 265
Conclusion 270
Questions and Problems 271
Notes 272
9 Foreign Currency Futures 275
Overview 275
Price Quotations 276
Geographical and Cross Rate Arbitrage 276
Forward and Futures Market Characteristics 279
European Monetary Union 282
Determinants of Foreign Exchange Rates 283
Forward and Futures Prices for Foreign Exchange 286
More Futures Price Parity Relationships 287
Foreign Exchange Forecasting Accuracy 294
The Efficiency of Foreign Exchange Futures Markets 295
Speculation in Foreign Exchange Futures 297
Hedging with Foreign Exchange Futures 300
Conclusion 304
Questions and Problems 305
Notes 308
10 The Options Market 309
Overview 309
An Option Example 309
Moneyness 310
American and European Options 311
Why Trade Options? 311
The Option Contract 312
The Options Market 312
Option Trading Procedures 320
The Clearinghouse 325
Margins 325
Commissions 327
Taxation 328
Conclusion 330
Questions and Problems 330
Notes 333
11 Option Payoffs and Option Strategies 335
Overview 335
Stocks and Bonds 336
Option Notation 338
European and American Option Values at Expiration 339
Buy or Sell a Call Option 339
Call Options at Expiration and Arbitrage 343
Buy or Sell a Put Option 345
Moneyness 348
Option Combinations 348
Combining Options with Bonds and Stocks 368
Conclusion 382
Questions and Problems 383
Notes 387
12 Bounds on Option Prices 389
Overview 389
The Boundary Space for Call and Put Options 389
Relationships Between Call Option Prices 392
Relationships Between Put Option Prices 400
Option Prices and the Interest Rate 409
Option Prices and Stock Price Movements 411
Option Prices and the Riskiness of Stocks 415
Conclusion 417
Questions and Problems 417
Notes 419
13 European Option Pricing 421
Overview 421
The Single Period Binomial Model 421
The Multi Period Binomial Model 425
Stock Price Movements 430
The Binomial Approach to the Black Scholes Model 435
The Black Scholes Option Pricing Model 437
Inputs for the Black Scholes Model 440
European Options and Dividends 444
Tests of the Option Pricing Model 453
Conclusion 456
Questions and Problems 456
Notes 463
14 Option Sensitivities and Option Hedging 467
Overview 467
Option Sensitivities in the Merton and Black Scholes Models 467
DELTA 472
THETA 476
VEGA 478
RHO 479
GAMMA 481
Creating Neutral Portfolios 485
Option Sensitivities and Option Trading Strategies 486
Conclusion 498
Questions and Problems 498
Notes 506
15 American Option Pricing 507
Overview 507
American versus European Options 507
American versus European Calls 510
Psuedo American Call Option Pricing 511
Exact American Call Option Pricing 512
Analytical Approximations of American Option Prices 517
The Binomial Model and American Option Prices 521
Conclusion 533
Questions and Problems 534
Notes 536
16 Options on Stock Indexes, Foreign Currency, and Futures 537
Overview 537
European Option Pricing 538
Option Sensitivities 545
Pricing American Options 547
Conclusion 558
Questions and Problems 560
Notes 560
17 The Options Approach to Corporate Securities 562
Overview 562
Equity and a Pure Discount Bond 563
Senior and Subordinated Debt 566
Callable Bonds 568
Convertible Bonds 570
Warrants 571
Conclusion 572
Questions and Problems 573
Notes 576
18 Exotic Options 577
Overview 577
Assumptions of the Analysis and the Pricing Environment 578
Forward Start Options 578
Compound Options 580
Chooser Options 583
Barrier Options 589
Binary Options 597
Lookback Options 604
Average Price Options 607
Exchange Options 610
Rainbow Options 613
Conclusion 621
Questions and Problems 622
Notes 623
19 Interest Rate Options 626
Overview 626
Interest Rate Options: Markets and Instruments 627
The Term Structure of Interest Rates 631
Stripped Treasury Securities and Forward Rate Agreements (FRAs) 636
The Option Adjusted Spread (OAS) 639
The Black Model 643
Applications of the Black Model 645
Forward Put Call Parity 655
Caps, Floors, and Collars 659
Conclusion 665
Questions and Problems 666
Notes 668
20 The Swaps Market: Introduction 670
Overview 670
Swaps 671
The Swaps Market 671
Plain Vanilla Swaps 673
Motivations for Swaps 680
Swap Facilitators 686
Pricing of Swaps 689
Swap Portfolios 691
Beyond Plain Vanilla Swaps 697
Commodity Swaps • 702
Equity Swaps 703
Swaptions 704
Conclusion 708
Questions and Problems 709
Notes 712
21 Swaps: Economic Analysis and Pricing 715
Overview 715
The Economic Analysis of Swaps 716
Interest Rate Swap Pricing 741
Currency Swap Pricing 747
Conclusion 752
Questions and Problems 752
Notes 761
22 Swaps: Applications 762
Overview 762
The Parallel Loan—How Swaps Began 763
Creating Synthetic Securities with Swaps 764
The All in Cost 768
B. F. Goodrich Rabobank Interest Rate Swap 771
The Duration of Interest Rate Swaps 774
Interest Rate Immunization with Swaps 776
Structured Notes 783
Pricing Flavored Interest Rate and Currency Swaps 795
Equity Swap Pricing and Applications 807
Swaption Pricing and Applications 812
Day Count Conventions 821
Conclusion 824
Questions and Problems 825
Notes 835
OPTION! Installation and Tutorial 837
Installation 837
Tutorial: Introduction 837
Entering Data and Calculating a Solution 838
OPTION! Hot Buttons and Menu Commands 840
Creating Graphs in OPTION! 843
Moving and Zooming Graphs 844
Printing Graphs 845
Saving a Graph to a File 846
Exercises for OPTION! 848
Appendix A Summary of Accounting Rules for Derivative Instruments 864
Appendix B Cumulative Distribution Function for the Standard Normal
Random Variable 870
Answers to Selected End of Chapter Problems 87!
Index 879
|
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| discipline | Wirtschaftswissenschaften |
| edition | 4. ed. |
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| spellingShingle | Kolb, Robert W. Futures, options, and swaps Swap (DE-588)4199581-8 gnd Financial Futures (DE-588)4128564-5 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionsgeschäft (DE-588)4043670-6 gnd Optionspreistheorie (DE-588)4135346-8 gnd Termingeschäft (DE-588)4117190-1 gnd |
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| title | Futures, options, and swaps |
| title_auth | Futures, options, and swaps |
| title_exact_search | Futures, options, and swaps |
| title_full | Futures, options, and swaps Robert W. Kolb |
| title_fullStr | Futures, options, and swaps Robert W. Kolb |
| title_full_unstemmed | Futures, options, and swaps Robert W. Kolb |
| title_short | Futures, options, and swaps |
| title_sort | futures options and swaps |
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| topic_facet | Swap Financial Futures Derivat Wertpapier Optionsgeschäft Optionspreistheorie Termingeschäft Lehrbuch |
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