Global Derivative Debacles: From Theory To Malpractice
Laurent L (The Fletcher School, Tufts University, Usa) Jacque
World Scientific Publishing Co Pte Ltd, 2010
139,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789812837707
- ISBN-10
- 9812837701
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2010
- Publication date
- 2010-04-21
- Pages
- 336