Global derivative debacles: from theory to malpractice
Auteur :
Jacque, Laurent L
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812837707
Date de publication :
21 avr. 2010
Langue :
Anglais
Pays d'origine :
Singapour
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.