Christophe Dethier, PHD

Solutions

Collected here are solutions to problems in McDonald, "Derivatives Markets" (2013) which I produced while studying for exam IFM.
Please contact me at christophehldethier@gmail.com with any questions, comments, or corrections.

• Chapter 1 Solutions (pdf)
  Chapter 1 Solutions (source)

• Chapter 2 Solutions (pdf)
  Chapter 2 Solutions (source)
  Chapter 2 Spreadsheet

• Chapter 3 Solutions (pdf)
  Chapter 3 Solutions (source)
  Chapter 3 Spreadsheet

• Chapter 5 Solutions (pdf)
  Chapter 5 Solutions (source)

• Chapter 9 Solutions (pdf)
  Chapter 9 Solutions (source)