LONG-TERM CAPITAL MANAGEMENT

Laurent L Jacque
Additional contact information
Laurent L Jacque: Tufts University, USA & HEC School of Management, France

Chapter 15 in Global Derivative Debacles:From Theory to Malpractice, 2010, pp 245-273 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:WHAT ARE HEDGE FUNDS?THE RISE OF LONG-TERM CAPITAL MANAGEMENTTHE ALCHEMY OF FINANCERELATIVE VALUE OR CONVERGENCE TRADESTHE CENTRAL BANK OF VOLATILITYSTRAYING AWAY FROM THE MASTER PLANTHE FALL OF LTCMTHE RESCUE OF LTCMTHE MORAL OF THE STORYEPILOGUEBibliographyQuestions for discussion

Keywords: Derivatives; Debacles; Options; Swaps; Futures; Forwards; Financial Engineering; Market Manipulation; Rogue Traders; Speculation (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789812837714_0015 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789812837714_0015 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789812837714_0015

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().