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Global Derivative Debacles: from Theory to Malpractice Jacque, Laurent L (Tufts University, USA & HEC School of Management, France)
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Global Derivative Debacles: from Theory to Malpractice
Jacque, Laurent L (Tufts University, USA & HEC School of Management, France)
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.
336 pages
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 21 de abril de 2010 |
| ISBN13 | 9789812837707 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 336 |
| Dimensiones | 152 × 23 × 229 mm · 635 g |
| Lengua | Inglés |