# 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](https://www.optiquantanalytics.com/), 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.