Derivatives

About the Authors

Keith Cuthbertson is Professor of Finance at CASS Business School, City University of London. He has worked at HM Treasury, Bank of England, National Institute of Economic and Social Research NIESR and at Business Schools at Imperial College London and the University of Newcastle. He has been a visitor at the Federal Reserve Bank, Washington and the Freie University, Berlin. He has undertaken consultancy and teaching in applied finance at various financial institutions and government organisations. He has co-authored the books Investments (2nd edition, 2008), Financial Engineering: Derivatives and Risk Management (2001) and Quantitative Financial Economics (2nd edition, 2004), all published by J. Wiley. His research interests are in the performance of investments funds and risk management and has publications in peer-reviewed journals including Economic Journal, Review of Economics and Statistics, Journal of Empirical Finance and European Financial Management.

Dirk Nitzsche is Senior Lecturer in Finance, Course Director for the Quants Masters Programmes, and Associate Dean for International Relations at CASS Business School, City University of London. Before joining CASS he spent 6 years at the Business School at Imperial College, London. After completing his PhD at the University of Newcastle, he worked in the Department of Economics at the University of Newcastle between 1994 and 1997, before joining City University Business School in 1997 and Imperial College ...