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Global Derivative Debacles:From Theory to Malpractice

Author

Listed:
  • Laurent L Jacque

    (Tufts University, USA & HEC School of Management, France)

Abstract

This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Société Générale (2008) , AIG (2008) and JP Morgan-Chase (2012). It unlocks the secrets of derivatives by telling the stories of institutions which played in the derivative market and lost big. For some of these unfortunate organizations it was daring but flawed financial engineering which brought them havoc. For others it was unbridled speculation perpetrated by rogue traders whose unchecked fraud brought their house down.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Laurent L Jacque, 2015. "Global Derivative Debacles:From Theory to Malpractice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9520, August.
    • Handle: RePEc:wsi:wsbook:9520
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    Citations

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    Cited by:

    1. Gilbert, Christopher L., 2022. "Warehouse load-out queues and aluminum prices," Journal of Commodity Markets, Elsevier, vol. 28(C).
    2. Sarac, Burak, 2021. "Varianzrisikoprämien auf deutsche Staatsanleihen [Variance Risk Premiums on German Government Bonds]," Junior Management Science (JUMS), Junior Management Science e. V., vol. 6(2), pages 370-392.
    3. Pilkington, Marc, 2022. "The London Whale Scandal under new Scrutiny," International Review of Financial Analysis, Elsevier, vol. 80(C).

    Book Chapters

    The following chapters of this book are listed in IDEAS

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