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Derivative Scandals and Disasters
作者: John E. Marthinsen
DOI:
10.1002/9781118266403.CH23
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参考文章
(15)
1.
Nassim Nicholas Taleb,
The Black Swan: The Impact of the Highly Improbable
,(2007)
2.
Stephen Fay,
The collapse of Barings
,(1996)
3.
William Poole,
Market Bailouts and the “Fed Put”
Review.
,vol. 90, pp. 65- 74 ,(2008) ,
10.20955/R.90.65-74
4.
Roger Lowenstein,
When Genius Failed: The Rise and Fall of Long-Term Capital Management
,(2000)
5.
Nicholas Dunbar,
Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It
,(1999)
6.
Stephen J. Brown, Onno W. Steenbeek,
Doubling: Nick Leeson's trading strategy
Pacific-Basin Finance Journal.
,vol. 9, pp. 83- 99 ,(2001) ,
10.1016/S0927-538X(01)00004-X
7.
Antonio S. Mello, John E. Parsons,
MATURITY STRUCTURE OF A HEDGE MATTERS: LESSONS FROM THE METALLGESELLSCHAFT DEBACLE
Journal of Applied Corporate Finance.
,vol. 8, pp. 106- 121 ,(1995) ,
10.1111/J.1745-6622.1995.TB00279.X
8.
Franklin R. Edwards, Michael S. Canter,
The collapse of Metallgesellschaft: Unhedgeable risks, poor hedging strategy, or just bad luck?
Journal of Futures Markets.
,vol. 15, pp. 211- 264 ,(1995) ,
10.1002/FUT.3990150302
9.
Donald MacKenzie,
Long-Term Capital Management and the sociology of arbitrage
Economy and Society.
,vol. 32, pp. 349- 380 ,(2003) ,
10.1080/03085140303130
10.
Stephen Craig Pirrong,
Metallgesellschaft: A Prudent Hedger Ruined, or a Wildcatter on NYMEX?
Journal of Futures Markets.
,vol. 17, pp. 543- 578 ,(1997) ,
10.1002/(SICI)1096-9934(199708)17:5<543::AID-FUT3>3.0.CO;2-F
来源期刊
Financial Derivatives: Pricing and Risk Management
John Wiley & Sons, Inc.
2011 年,
Volume: , Issue: ,
Page: 313-332
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