Options
John Wiley & Sons Inc
978-1-57718-064-7 (ISBN)
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ROBERT W. KOLB was John S. and James L. Knight Professor of Finance at the University of Miami until 1995. He is author or coauthor of finance texts on a range of topics including futures, options, financial derivatives, investments, corporate finance, and financial institutions. He was founder and president of Kolb Publishing Company, sold to Blackwell Publishers in 1995. His research has been published in Financial Management, the Journal of Finance, the Journal of Risk and Insurance, the Journal of Financial Economics, and the Journal of Futures Markets.
Preface. Acknowledgements.
Part I: The Options Market:.
1. Introduction.
2. What Is an Option?.
3. An Option Example.
4. Moneyness.
5. American and European Options.
6. Why Trade Options?.
7. The Option Contract.
8. The Options Market.
9. Option Trading Procedures.
10. The Clearinghouse.
11. Margins.
12. Commissions.
13. Taxation.
14. The Organization of the Text.
15. OPTION!Software.
16. Summary.
17. Questions and Problems.
18. Notes.
Part II: Option Payoffs and Option Strategies:.
1. Introduction.
2. Stocks and Bonds.
3. Arbitrage.
4. Option Notation.
5. European and American Option Values at Expiration.
6. Buy or Sell a Call Option.
7. Call Options at Expiration and Arbitrage.
8. Buy or Sell a Put Option.
9. Moneyness.
10. Option Combinations.
11. Combining Options with Bonds and Stocks.
12. Summary.
13. Questions and Problems.
14. Notes.
Part III: Bounds on Option Prices:.
1. Introduction.
2. The Boundary Space for Call and Put Options.
3. Relationships Between Call Prices.
4. Relationships Between Put Option Prices.
5. Option Prices and the Interest Rate.
6. Option Prices and Stock Price Movements.
7. Option Prices and the Riskiness of Stocks.
8. Summary.
9. Questions and Problems.
10. Notes.
Part IV: European Option Pricing:.
1. Introduction.
2. The Single-Period Binomial Model.
3. The Multi-Period Binomial Model.
4. Binomial Put Option Pricing.
5. Stock Price Movement.
6. The Binomial Approach to the Black-Scholes Model.
7. The Black-Scholes Option Pricing Model.
8. Inputs for the Black-Scholes Model.
9. European Options and Dividends.
10. Tests of the Option Pricing Model.
11. Summary.
12. Questions and Problems.
13. Notes.
Part V: Option Sensitivities and Option Hedging:.
1. Introduction.
2. Option Sensitivities in the Merton and Black-Scholes Models.
3. DELTA.
4. DELTA-Neutral Positions.
5. THETA.
6. VEGA.
7. RHO.
8. GAMMA.
9. Creating Neutral Portfolios.
10. Option Sensitivities and Option Trading Strategies.
11. Summary.
12. Questions and Problems.
13. Notes.
Part VI: American Option Pricing:.
1. Introduction.
2. American versus European Options.
3. Pseudo-American Call Option Pricing.
4. Exact American Call Option Pricing.
5. Analytical Approximations of American Option Prices.
6. The Binomial Model and American Option Prices.
7. Summary.
8. Questions and Problems.
9. Notes.
Part VII: Options on Stock Indexes, Foreign Currency, and Futures:.
1. Introduction.
2. European Option Pricing.
3. Option Sensitivities.
4. Pricing American Options.
5. Summary.
6. Questions and Problems.
7. Notes.
Part VIII: The Options Approach to Corporate Securities:.
1. Introduction.
2. Equity and a Pure Discount Bond.
3. Senior and Subordinated Debt.
4. Callable Bonds.
5. Convertible Bonds.
6. Warrants.
7. Summary.
8. Questions and Problems.
9. Notes.
Part IX: Exotic Options:.
1. Introduction.
2. Assumptions of the Analysis and the Pricing Environment.
3. Forward-Start Options.
4. Compound Options.
5. Chooser Options.
6. Barrier Options.
7. Binary Options.
8. Lookback Options.
9. Average Price Options.
10. Exchange Options.
11. Rainbow Options.
12. Summary.
13. Questions and Problems.
14. Notes.
15. OPTION!Installation and Quick Start.
16. Exercises for OPTION!.
Appendix.
Index.
| Erscheint lt. Verlag | 28.6.1997 |
|---|---|
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 196 x 244 mm |
| Gewicht | 862 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 1-57718-064-X / 157718064X |
| ISBN-13 | 978-1-57718-064-7 / 9781577180647 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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