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Global Derivative Debacles: from Theory to Malpractice Jacque, Laurent L (Tufts University, USA & HEC School of Management, France)
Global Derivative Debacles: from Theory to Malpractice
Jacque, Laurent L (Tufts University, USA & HEC School of Management, France)
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.
336 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 21, 2010 |
| ISBN13 | 9789812837707 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 336 |
| Dimensions | 152 × 23 × 229 mm · 635 g |
| Language | English |