Global derivative debacles: from theory to malpractice
Auteur :
Jacque, Laurent L
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814663243
Date de publication :
10 juil. 2015
Langue :
Anglais
Pays d'origine :
Singapour
This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) , AIG (2008) and JP Morgan-Chase (2012).