ALLIED LYONS

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

Chapter 8 in Global Derivative Debacles:From Theory to Malpractice, 2010, pp 105-124 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:A NEW MISSION FOR ALLIED LYONS TREASURY DEPARTMENTA PRIMER ON CURRENCY OPTIONS: WAS ALLIED LYONS HEDGING OR SPECULATING?SELLING VOLATILITY: ALLIED-LYONS “DEADLY GAME”ALARM BELLS ARE IGNORED AS THE STORY UNFOLDSTHE MORAL OF THE STORYAPPENDIX: PRICING CURRENCY OPTIONS

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