KEITH CUTHBERTSON is Professor of Finance at the Management School, Imperial College. He has been an advisor to the Bank of England and UK Treasury and a visitor at the Federal Reserve. He has held chairs at the University of Newcastle and City University Business School, as well as undertaking consultancy with financial institutions.
DIRK NITSCHE is a lecturer in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City university Business School.
DERIVATIVES: AN OVERVIEW.
Derivatives: An Overview.
FORWARDS AND FUTURES.
Stock Index Futures.
Currency Forwards and Futures.
Short-Term Interest Rate Futures.
OPTIONS AND SWAPS.
Hedging and Volatility.
Option Spreads and Stock Options.
Foreign Currency Options.
ADVANCED DERIVATIVES AND STOCHASTIC PROCESSES.
Interest Rate Derivatives.
Asset Price Dynamics.
Pricing Interest Rate Derivatives.
Real Options (Alexander Workman, Co-Author).
RISK AND REGULATION.
Regulation of Financial Institutions.
Regulatory Framework in the UK and US.
VaR: Mapping Cash Flows.
VaR: Statistical Issues.
List of Symbols.
List of 'Topic Boxes'.