금융공학 4판 솔루션 (저자 Robert W. Kolb , 4th ed Futures Options And Swaps)

1 Introduction 1

2 Futures Markets 7

3 Futures Prices 11

4 Using Futures Markets 21

5 Interest Rate Futures: Introduction 27

6 Interest Rate Futures: Refinements 36

7 Stock Index Futures: Introduction 44

8 Stock Index Futures: Refinements 50

9 Foreign Currency Futures 57

10 The Options Market 65

11 Option Payoffs and Option Strategies 73

12 Bounds on Option Prices 90

13 European Option Pricing 97

14 Option Sensitivities and Option Hedging 119

15 American Option Pricing 142

16 Options on Stock Indexes, Foreign Currency, and Futures 163

17 The Options Approach to Corporate Securities 167

18 Exotic Options 177

19 Interest Rate Options 192

20 The Swaps Market: Introduction 207

21 Swaps: Economic Analysis and Pricing 214

22 Swaps: Applications 232