Subject category:
Finance, Accounting and Control
Published in:
2003
Length: 5 pages
Data source: Published sources
Topics:
Derivative market; Derivative contracts; Hedge funds; Convergence arbitrage and hedge funds; Value-at-risk models; Systemic risk; Interconnection between the OTC derivative market and the larger international financial market; Notional and market values of the derivative contracts; Moral hazard
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Abstract
This is part of a case series. The objective of this case on long-term capital management (LTCM) is to deepen the understanding of the complexities of the derivative market and its global reach by analysing the rise and fall of the hedge fund LTCM. A technical noteis available to accompany this case series. This case series was sponsored by the Indiana University CIBER Case Collection.
Subject category:
Finance, Accounting and Control
Published in:
2003
Length: 3 pages
Subject category:
Finance, Accounting and Control
Published in:
2003
Length: 3 pages
Data source: Published sources
Topics:
Derivative market; Derivative contracts; Hedge funds; Convergence arbitrage and hedge funds; Value-at-risk models; Systemic risk; Interconnection between the OTC derivative market and the larger international financial market; Notional and market values of the derivative contracts; Moral hazard
About
Abstract
This is part of a case series. The objective of this case on long-term capital management (LTCM) is to deepen the understanding of the complexities of the derivative market and its global reach by analysing the rise and fall of the hedge fund LTCM. A technical noteis available to accompany this case series. This case series was sponsored by the Indiana University CIBER Case Collection.
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Subject category:
Finance, Accounting and Control
Published in:
2003
Length: 3 pages
Subject category:
Finance, Accounting and Control
Published in:
2003
Length: 3 pages
Data source: Published sources
Topics:
Derivative market; Derivative contracts; Hedge funds; Convergence arbitrage and hedge funds; Value-at-risk models; Systemic risk; Interconnection between the OTC derivative market and the larger international financial market; Notional and market values of the derivative contracts; Moral hazard