Financial Derivatives: Pricing and Risk Management by James A. Overdahl (English

Description: FREE SHIPPING UK WIDE Financial Derivatives by James A. Overdahl, Rob Quail * An invaluable guide offering a broad overview of the different types of derivatives-futures, options, and swaps-while focusing on the principles that determine market prices. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activitiesProvides thorough coverage of financial derivatives and their role in risk managementExplores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives. Back Cover PRAISE FOR FINANCIAL DERIVATIVES The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance, and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Derivatives aims to provide a comprehensive understanding of financial derivatives and how you can prudently use them within the context of your underlying business activities. For the public at large, financial derivatives have long been the most mysterious and least understood of all financial instruments. Through in-depth insights gleaned from years of financial experience, the contributors in this collection clearly explain what derivatives are without getting bogged down by the mathematics surrounding their pricing and valuation. Financial Derivatives offers a broad overview of the different types of derivatives--futures, options, swaps, and structured products--while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with in-depth analysis and examples, Financial Derivatives offers readers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Flap PRAISE FOR FINANCIAL DERIVATIVES The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance, and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Derivatives aims to provide a comprehensive understanding of financial derivatives and how you can prudently use them within the context of your underlying business activities. For the public at large, financial derivatives have long been the most mysterious and least understood of all financial instruments. Through in-depth insights gleaned from years of financial experience, the contributors in this collection clearly explain what derivatives are without getting bogged down by the mathematics surrounding their pricing and valuation. Financial Derivatives offers a broad overview of the different types of derivatives--futures, options, swaps, and structured products--while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with in-depth analysis and examples, Financial Derivatives offers readers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Author Biography Robert W. Kolb (Chicago, IL) is the Frank W. Considine Chair of Applied Ethics and Professor of Finance at Loyola University Chicago. Before this, he was the Assistant Dean, Business and Society, and Director, Center for Business and Society, at the University of Colorado at Boulder, and department chairman at the University of Miami. Kolb is also the author of over twenty books on finance, derivatives, and futures, and has authored numerous articles in leading finance journals. James A. Overdhal (Washington, DC) a specialist in financial derivatives, is the Chief Economist of the United States Securities and Exchange Commission. He had previously served as chief economist of the Commodity Futures Trading Commission and has nearly two decades of experience in senior positions at various federal financial regulatory agencies. He has taught economics and finance at the University of Texas at Dallas, Georgetown University, Johns Hopkins University, and George Washington University. Overdahl earned his PhD in economics from Iowa State University. Table of Contents Introduction xxii Acknowledgments xxiv PART I Overview of Financial Derivatives 1 1 Derivative Instruments: Forwards, Futures, Options, Swaps, and Structured Products 3 G. D. Koppenhaver 2 The Derivatives Marketplace: Exchanges and the Over-the-Counter Market 21 Sharon Brown-Hruska 3 Speculation and Hedging 43 Greg Kuserk 4 The Social Functions of Financial Derivatives 57 Christopher L. Culp PART II Types of Financial Derivatives 73 5 Agricultural and Metallurgical Derivatives: Pricing 77 Joan C. Junkus 6 Agricultural and Metallurgical Derivatives: Speculation and Hedging 89 Joan C. Junkus 7 Equity Derivatives 103 Jeffrey H. Harris and L. Mick Swartz 8 Foreign Exchange Derivatives 115 Robert W. Kolb 9 Energy Derivatives 125 Craig Pirrong 10 Interest Rate Derivatives 135 Ian Lang 11 Exotic Options 143 Robert W. Kolb 12 Event Derivatives 157 Justin Wolfers and Eric Zitzewitz 13 Credit Default Swaps 177 Steven Todd 14 Structured Credit Products 199 Steven Todd 15 Executive Stock Options 211 Robert W. Kolb 16 Emerging Derivative Instruments 221 Steve Swidler PART III The Structure of Derivatives Markets and Institutions 231 17 The Development and Current State of Derivatives Markets 233 Michael A. Penick 18 Derivatives Markets Intermediaries: Brokers, Dealers, Pools, and Funds 249 James L. Carley 19 Clearing and Settlement 263 James T. Moser and David Reiffen 20 Counterparty Credit Risk 283 James Overdahl 21 The Regulation of U.S. Commodity Futures and Options 295 Walter L. Lukken 22 Accounting for Financial Derivatives 305 Ira G. Kawaller 23 Derivative Scandals and Disasters 313 John E. Marthinsen PART IV Pricing of Derivatives: Essential Concepts 333 24 No-Arbitrage Pricing 335 Robert A. Strong 25 The Pricing of Forward and Futures Contracts 351 David Dubofsky 26 The Black-Scholes Option Pricing Model 371 A. G. Malliaris 27 The Black-Scholes Legacy: Closed-Form Option PricingModels 387 António Câmara 28 The Pricing and Valuation of Swaps 405 Gerald Gay and Anand Venkateswaran PART V Advanced Pricing Techniques 423 29 Monte Carlo Techniques in Pricing and Using Derivatives 425 Cara M. Marshall 30 Valuing Derivatives Using Finite Difference Methods 441 Craig Pirrong 31 Stochastic Processes and Models 455 George Chalamandaris and A. G. Malliaris 32 Measuring and Hedging Option Price Sensitivities 477 R. Brian Balyeat PART VI Using Financial Derivatives 501 33 Option Strategies 503 Stewart Mayhew 34 The Use of Derivatives in Financial Engineering: Hedge Fund Applications 525 John F. Marshall and Cara M. Marshall 35 Hedge Funds and Financial Derivatives 541 Tom Nohel 36 Real Options and Applications in Corporate Finance 559 Betty Simkins and Kris Kemper 37 Using Derivatives to Manage Interest Rate Risk 575 Steven L. Byers Index 591 Long Description PRAISE FOR FINANCIAL DERIVATIVES The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance, and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Derivatives aims to provide a comprehensive understanding of financial derivatives and how you can prudently use them within the context of your underlying business activities. For the public at large, financial derivatives have long been the most mysterious and least understood of all financial instruments. Through in-depth insights gleaned from years of financial experience, the contributors in this collection clearly explain what derivatives are without getting bogged down by the mathematics surrounding their pricing and valuation. Financial Derivatives offers a broad overview of the different types of derivatives futures, options, swaps, and structured products while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with in-depth analysis and examples, Financial Derivatives offers readers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Details ISBN0470499109 Short Title FINANCIAL DERIVATIVES Language English ISBN-10 0470499109 ISBN-13 9780470499108 Media Book Format Hardcover Series Number 5 Year 2009 Edited by Rob Quail Subtitle Pricing and Risk Management Author Rob Quail Edition 1st UK Release Date 2009-11-24 AU Release Date 2009-11-24 NZ Release Date 2009-11-24 US Release Date 2009-11-24 Pages 624 Publisher John Wiley & Sons Inc Series Robert W. Kolb Series Publication Date 2009-11-24 Imprint John Wiley & Sons Inc Place of Publication New York Country of Publication United States DEWEY 332.6457 Illustrations Screen captures: 198 B&W, 0 Color Audience Professional & Vocational We've got this At The Nile, if you're looking for it, we've got it. 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