GENERAL DISCUSSIONS

Peter G Zhang
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Peter G Zhang: Union Bank of Switzerland, New York, USA

Chapter 9 in Barings Bankruptcy and Financial Derivatives, 1995, pp 134-155 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:What Mr. Leeson DidNikkei-225 Index vs Its FuturesDouble LeveragesTo Save the “Magic Straddles”Economic Recession, Interest Rate, and Bond PricesDid the Kobe Earthquake Bring Barings Down?Summary

Date: 1995
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