Global derivative debacles : from theory to malpractice / Laurent L. Jacque.
Material type:
TextPublisher: Singapore ; Hackensack, N.J. : World Scientific, [2010]Copyright date: ©2010Description: xxvii, 308 pages : illustrations ; 24 cmContent type: - text
- unmediated
- volume
- 9812837701
- 9789812837707
- 332.6457 22
- HG6024.A3 J335 2010
Contents:
Derivatives and the wealth of nations -- Part 1: Fowards: Showa Shell Sekiyu K.K. -- Citibank's Forex losses -- Bank Negara Malaysia -- Part II: Futures: Amaranth advisors LLC -- Metallgesellschaft -- Sumitomo -- Part III: Options: Allied Lyons -- Allied Irish Banks -- Barings -- Societe Generale -- Part IV: Swaps: procter & gamble -- Gibson greeting cards -- Orange county -- Long-term capital management -- AIG -- From theory to malpractice: Lesson learned.
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | City Campus City Campus Main Collection | 332.6457 JAC (Browse shelf(Opens below)) | 1 | Available | A452519B |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
| 332.6457 CRE Credit derivatives : instruments, applications and pricing / | 332.6457 CUL Risk transfer : derivatives in theory and practice / | 332.6457 CUT Investments / | 332.6457 JAC Global derivative debacles : from theory to malpractice / | 332.6457 JEW Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations / | 332.6457 KOL Financial derivatives / | 332.6457 KOL Financial derivatives / |
Includes bibliographical references and index.
Derivatives and the wealth of nations -- Part 1: Fowards: Showa Shell Sekiyu K.K. -- Citibank's Forex losses -- Bank Negara Malaysia -- Part II: Futures: Amaranth advisors LLC -- Metallgesellschaft -- Sumitomo -- Part III: Options: Allied Lyons -- Allied Irish Banks -- Barings -- Societe Generale -- Part IV: Swaps: procter & gamble -- Gibson greeting cards -- Orange county -- Long-term capital management -- AIG -- From theory to malpractice: Lesson learned.
Machine converted from AACR2 source record.
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