Global derivative debacles: from theory to malpractice

The book groups cases by derivative category, starting with the simplest and building up to the most complex — namely, Forwards, Futures, Options and Swaps in that order, with applications in commodities, foreign exchange, stock indices and interest rates. Each chapter deals with one derivative deba...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Jacque, Laurent L. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Publishing Co. Pte. Ltd. 2015
Ausgabe:2nd ed
Schlagworte:
Online-Zugang:DE-92
Volltext
Zusammenfassung:The book groups cases by derivative category, starting with the simplest and building up to the most complex — namely, Forwards, Futures, Options and Swaps in that order, with applications in commodities, foreign exchange, stock indices and interest rates. Each chapter deals with one derivative debacle, providing a rigorous and comprehensive but non-technical elucidation of what happened. What is new in the second edition? A new chapter on JP Morgan-Chase's London Whale, an in-depth discussion of credit-default swaps, and an update of the revamped regulatory framework with Basel 2.5 and Basel III against the backdrop of the Euro crisis, along with a revised and expanded discussion of the AIG debacle."--
Beschreibung:Title from PDF file title page (viewed July 9, 2015)
Beschreibung:1 online resource (xxvii, 338 p.) ill. (some col.)
ISBN:9789814663267

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