Global derivative debacles: from theory to malpractice
Auteur :
Jacque, Laurent L
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814366199
Date de publication :
21 avr. 2010
Langue :
Anglais
Pays d'origine :
Singapour
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).