Global Derivative Debacles: From Theory To Malpractice - Jacque, Laurent L (The Fletcher School, Tufts University, Usa)

This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) , AIG (2008) and JP Morgan-Chase (2012).