Financial Derivatives: Pricing and Risk Management

Posted: 11 Mar 2010

See all articles by Robert W. Kolb

Robert W. Kolb

Loyola University of Chicago - Department of Finance

James A. Overdahl

affiliation not provided to SSRN; U.S. Office of the Comptroller of the Currency

Date Written: March 10, 2010

Abstract

Financial Derivatives explores the contemporary world of financial derivatives, starting with a presumption of only a general knowledge of undergraduate finance. These chapters have been written by many leading figures in academics, industry, and government for the benefit of advanced undergraduates, graduate students, practicing finance professionals, and the general public. As such, the chapters in this book provide a comprehensive understanding of financial derivatives. Financial Derivatives is comprised of 37 chapters organized into six parts.

Keywords: Financial Derivatives, Risk Management, Pricing, Options, Futures, Swaps, Over-The-Counter, Credit Default Swaps, Collateralized Debt Obligations, Foreign Exchange, Commodities, Speculation Hedging, Energy Derivatives, Exotic Options, Executive Stock Options, Structured Finance, Clearing

Suggested Citation

Kolb, Robert W. and Overdahl, James A., Financial Derivatives: Pricing and Risk Management (March 10, 2010). Available at SSRN: https://ssrn.com/abstract=1568206 or http://dx.doi.org/10.2139/ssrn.1568206

Robert W. Kolb (Contact Author)

Loyola University of Chicago - Department of Finance

820 North Michigan Avenue
Chicago, IL 60611
United States

HOME PAGE: http://bobkolb.com

James A. Overdahl

affiliation not provided to SSRN ( email )

U.S. Office of the Comptroller of the Currency ( email )

Independence Square
250 E Street SW
Washington, DC 20219-0001
United States
202-874-3917 (Phone)

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