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GLOBAL DERIVATIVE DEBACLES

Autor Jacque Laurent L
en Limba Engleză Paperback – 21 apr 2010
Analyzes some of the major derivatives debacles including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) and AIG (2008).
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Specificații

ISBN-13: 9789814366199
ISBN-10: 9814366196
Pagini: 338
Ilustrații: black & white illustrations, black & white tables, figures, graphs
Dimensiuni: 152 x 229 x 19 mm
Greutate: 0.49 kg
Editura: World Scientific

Cuprins

Derivatives and the Wealth of Nations; Forwards: Showa Shell Sekiyu K K; Citibank's Forex Losses; Bank Negara Malaysia; Futures: Amaranth Advisors LLC; Metallgesellschaft; Sumitomo; Options: Allied Lyons; Allied Irish Banks; Barings; Societe Generale; Swaps: Procter and Gamble; Gibson Greeting Cards; Orange County; Long-Term Capital Management; AIG; From Theory to Malpractice: Lessons Learned.