Acknowledgments

I would like to thank the following people for their help and support:

• Viren Desai wrote the case study on using Options to hedge oil price exposure and wrote the corresponding study of SPX options. Viren is the founder and principal of OptiQuant Analytics, a finance and strategy consultancy specializing in the upstream energy sector.

• Younghun Lee helped in writing the case study on yield curve estimation.

• Nick Lewis helped in writing the code to replicate the portfolio sorts from the Ken French data library.

• Tobias Rodriguez del Pozo helped in writing the code to replicate the CRSP market index and the Fama French factors.