[McDonald][Northwestern][Kellogg]

Derivatives-Related Web Sites

Here are some sites you might find useful if you are looking for more information on derivatives. You can let me know of others by clicking here.

Exchanges on-line

• Chicago Board Options Exchange
• Margin document, August 1999
• Chicago Board of Trade
• Chicago Mercantile Exchange
• Futures margin requirements
• New York Mercantile Exchange
• London International Financial Futures Exchange (LIFFE)
• American Stock Exchange
• Eurex (European exchange created by the merger of the DTB and Soffex in 1996)

Investment firms on-line:

• Bankers Trust
• CoVar.com, a BT subsidiary supplying credit risk management to the energy industry.
• Goldman Sachs
• Quantitative Strategies Research page
• J. P Morgan
• Riskmetrics and Creditmetrics This has been spun off into a company separate from JP Morgan
• Salomon Brothers
• Swapco, including description of Swapco operating policies
• CNA RE Interesting articles about insurance derivatives
• CIBC School for Financial Products

Federal Reserve banks

• Federal Reserve of Chicago
• Interest-rate and foreign-exchange data
• Minneapolis Fed
• New York Fed

Other sites of interest

• Optionetics (strategy assistance)
• Numa Web (lots of stuff, including a nicely-done on-line options tutorial)
• Stock quotes
• Orange County Case (by Prof. Phillipe Jorion)
• William Margrabe's page. Lots of stuff, including derivatives humor (some of it PIC).
• The Bank of International Settlements Interesting reports, including one from April 1999 on credit risk models.

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You can send me mail at:r-mcdonald@northwestern.edu .

Last Modified: August 24, 1999 © Copyright 1995, Robert L. McDonald