Global Derivative Debacles: From Theory To Malpractice (Bog, Hardback, Engelsk)

Af: Laurent L (Tufts Univ Jacque


  • Forlag: World Scientific Publishing Co Pte Ltd
  • Format: Hardback
  • Type: Bog
  • Sprog: Engelsk
  • ISBN-13: 9789812837707
  • Udgivelsesdato: 21-04-2010
  • Første udgivelsesår: 2010
  • Originalsprog: Singapore
  • Sideantal: 336
  • Indbinding: Hardback
  • Forlag: World Scientific Publishing Co Pte Ltd
  • Sideoplysninger: 336 pages

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Beskrivelse

Analyzes various major derivatives debacles going back to Citibank's forex losses in its Belgian branch in 1964, to Amaranth's $5.4 billion loss on gas futures in 2006 and Societe Generale's loss of $7.8 billion in early 2008. This book groups cases by derivatives category, starting with the simplest and building up to the most complex.

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