Keith Cuthbertson and Dirk Nitzsche

Financial Engineering : Derivatives and Risk Management

End of Chapter Questions

The end of chapter questions can be downloaded as a pdf.files.
Lecturers who implement the textbook for a course can obtain the answers to the end of chapter questions from the official book site at Wiley.

Financial Engineering:

 


 Chapter 1 : Derivatives : An Overview
Chapter 2 : Futures Markets
Chapter 3 : Stock Index Futures
Chapter 4 : Currency Forwards and Futures
Chapter 5 : Short-Term Interest Rate Futures
Chapter 6 : T-Bond Futures
Chapter 7 : Options Markets
Chapter 8 : Options Pricing
Chapter 9 : Hedging and Volatility
Chapter 10 : Option Spreads and Stock Options
Chapter 11 : Foreign Currency Options
Chapter 12 : Futures Options
Chapter 13 : Portfolio Insurance
Chapter 14 : Swaps
Chapter 15 : Interest Rate Derivatives
Chapter 16 : Complex Derivatives
Chapter 17 : Asset Price Dynamics
Chapter 18 : Pricing Interest Rate Derivatives
Chapter 19 : Real Options
Chapter 20 : Regulation of Financial Institutions
Chapter 21 : Regulatory Framework in the UK and US
Chapter 22 : Market Risk
Chapter 23 : VaR : Mapping Cash Flows
Chapter 24 : VaR : Statistical Issues
Chapter 25 : Credit Risk
© Keith Cuthbertson and Dirk Nitzsche, Cass Business School 2005
Problems? Contact Dr Nitzsche
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