Options, Futures, and Other Derivatives

 

Data and Spreadsheets for 9th, 10th, and 11th editions

Data on euro-USD exchange rate, July 27, 2005 to July 27, 2010  for problems in Chapter 23

Data on exchange rates and stock indices for problems in Chapter 20 and Chapter 23

Futures data for problems in Chapter 2

 

Data and Spreadsheets for 8th and Earlier Editions

8th Edition

Data on euro-USD exchange rate, July 27, 2005 to July 27, 2010  for problem at end of  Chapter 22

Data on exchange rates and stock indices for problems at end of Chapter 19 and Chapter 22

Futures data for problems at the end of Chapter 2

Earlier Editions:

Exchange Rate and Stock Index Data (for end of chapter problems in OFOD 7th edition  and earlier editions

Futures Data (for end of chapter problems in OFOD 7th edition and earlier editions

Yen Data Used in GARCH  Example in  OFOD 7th edition and earlier editions