How to lose money in derivatives: examples from hedge funds and bank trading departments
Year of publication: |
2014-05-29
|
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Authors: | Ziemba, Bill ; Lleo, Sebastien |
Institutions: | London School of Economics (LSE) |
Subject: | hedge fund trading disasters | over betting | Long Term Capital Management | Amarath and Société Genéralé |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Special Papers, 2 58 pages |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions ; G33 - Bankruptcy; Liquidation |
Source: |
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