Derivatives Mismarking Cases

This paper considers recent derivatives mismarking cases from Bacon 1996 and Truelove and Steel 1997 through to Piper 2009 and Montserret 2009. The behavioural, institutional, risk-reward and regulatory drivers of these cases are reviewed as well as associated derivatives mismarking techniques and forensic evidence analysis

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Year of publication:	2012
Authors:	Macey-Dare, Rupert
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2009 erstellt Volltext nicht verfügbar
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; F31 - Foreign Exchange ; F47 - Forecasting and Simulation ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; K22 - Corporation and Securities Law
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013097744