Global derivative debacles : from theory to malpractice /
Laurent L. Jacque.
- xxvii, 308 pages : illustrations ; 24 cm
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.