| Written in a clear, conversational
style, this fourth edition of the classic Futures, Options, and
Swaps provides the most comprehensive coverage of derivatives
currently available. This book is renowned for providing an excellent
balance between introductory and advanced topics.
This new edition includes many new applications exercises at the
end of each chapter. An enhanced and updated version of OPTION!
– the IBM PC-compatible program that can compute virtually
every option and swap value discussed in this book – is included
with the text. The software is also downloadable from this website.
The fourth edition has been extensively updated and reflects the
evolution away from the 'Chicago'-style markets that has happened
in recent years. Chapters on futures markets, interest rate futures,
and stock index futures have also been significantly revised.
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