Futures, Options, and Swaps
Author: Robert W. Kolb
List Price: $97.95
Our Price: Click to see the latest and low price
ISBN: 0631232400
Publisher: Blackwell Publishers (November, 2002)
Sales Rank: 236,331
Average Customer Rating: 3.71 out of 5
Customer Reviews
Rating: 4 out of 5
This book delivers on its title
After studying this book, you will know the technical intricacies of futures, options, and swaps. It has also excellent definitions of all the "Greek" risk measures (Delta, Vega, Gamma, etc...). The book is well organized. The chapter sequence makes good sense. This is a good book overall.
Rating: 1 out of 5
I bought it becasue I had to....
Many of us ended up with this book on the shelf because it was recommended by the AIMR for the CFA course. This book was so badly edited that it was distracting - figures in tables not matching figures in the text, some calculations just plain wrong, and everything covered at a very superficial level. This had the potential to bridge the gap between a Hull-type presentation and an undergrad-type. Sadly, this book really disappoints.
Rating: 5 out of 5
Comprehensive book on Derivatives
Got many books on derivatives, but Kolb's is my favourite one. He covers the topic in a slightly less quantitative way than Hull does and goes straight to all the different derivatives while avoiding any further explanations like Ito's Lemma etc. I especially liked the part on swaps with many examples like flavoured swaps or equity swaps. Nevertheless, if you're looking for a good software, than I would recommend The Complete Guide to Option Pricing Formulas (build on Excel VBA). Similar Products
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