Robert W. Kolb
holds the Frank W. Considine Chair in Applied Ethics at Loyola University Chicago. He was formerly Assistant Dean for Business and Society (2003–2006) at the University of Colorado, and John S. and James L. Knight Professor of Finance at the University of Miami. He is author and co-author of numerous texts in finance, including Futures, Options, and Swaps, 5e
(with James A. Overdahl, Blackwell, 2007) and Understanding Futures Markets, 6e
(with James A. Overdahl, Blackwell, 2006).
James A. Overdahl is Chief Economist at the Commodity Futures Trading Commission in Washington, D.C., and has held senior positions at the Risk Analysis Division at the Office of the Comptroller of the Currency and at the Securities and Exchange Commission. He has been an adjunct professor of finance at Georgetown University, the University of Maryland, George Washington University, and Johns Hopkins University.
2. Futures Markets.
3. Futures Prices.
4. Using Futures Markets.
5. Interest Rate Futures: An Introduction.
6. Interest Rate Futures: Refinements.
7. Security Futures Products: An Introduction.
8. Security Futures Products: Refinements.
9. Foreign Exchange Futures.
10. The Options Market.
11. Option Payoffs and Option Strategies.
12. Bounds on Option Prices.
13. European Option Pricing.
14. Option Sensitivities and Option Hedging.
15. American Option Pricing.
16. Options on Stock Indexes, Foreign Currency, and Futures.
17. The Options Approach to Corporate Securities.
18. Exotic Options.
19. Interest Rate Options.
20. The Swaps Market: An Introduction.
21. Swaps: Economic Analysis and Pricing.
22. Swaps: Applications.
Appendix A: A Summary of Accounting Rules for Derivatives Instruments.
Appendix B: The Cumulative Distribution Function for the Standard Normal Random Variable.