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The crisis of crowding : quant copycats, ugly models, and the new crash normal / / Ludwig B. Chincarini
| The crisis of crowding : quant copycats, ugly models, and the new crash normal / / Ludwig B. Chincarini |
| Autore | Chincarini Ludwig B |
| Edizione | [1] |
| Pubbl/distr/stampa | Hoboken, NJ, : Bloomberg Press/Wiley, c2012 |
| Descrizione fisica | 1 online resource (510 p.) |
| Disciplina |
330.973/0931
330.9730931 332 |
| Collana | Bloomberg |
| Soggetto topico |
Financial crises - United States - History - 21st century
Global Financial Crisis, 2008-2009 |
| ISBN |
9786613916655
9781119203414 1119203414 9781283604208 1283604205 9781118284803 1118284801 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
THE CRISIS OF CROWDING; Contents; Foreword; Preface; Cast of Characters; CHAPTER 1 Introduction; PART I: THE 1998 LTCM CRISIS; CHAPTER 2 Meriwether's Magic Money Tree; The Birth of Bond Arbitrage; The Dream Team; Early Success; CHAPTER 3 Risk Management; The General Idea; Leverage; Measuring Risk; The ρ; Economics; Copycats, Puppies, and Counterparties; LTCM's Actual Risk Management Practices; Diversification; Operations; The Raw Evidence; CHAPTER 4 The Trades; The Short U.S. Swap Trade; The European Cross-Country Swap Trade (Short UK and Long Europe); Long U.S. Mortgage Securities Hedged
The Box Spread in Japan The Italian Swap Spread; Fixed-Income Volatility Trades; The On-the-Run and Off-the-Run Trade; Short Longer-Term Equity Index Volatility; Risk Arbitrage Trades; Equity Relative-Value Trades; Emerging Market Trades; Other Trades; The Portfolio of Trades; CHAPTER 5 The Collapse; Early Summer 1998; The Salomon Shutdown; The Russian Default; The Phone Calls; The Meriwether Letter; Buffett's Hostile Alaskan Offer; The Consortium Bailout; Too Big To Fail; Why Did It Happen?; Appendix 5.1 The John Meriwether Letter; Appendix 5.2 The Warren Buffett Letter CHAPTER 6 The Fate of LTCM Investors CHAPTER 7 General Lessons from the Collapse; Interconnected Crowds; VaR; Leverage; Clearinghouses; Compensation; What's Size Got to Do with It?; Contingency Capital; The Fed Is a Coordinator of Last Resort; Counterparty Due Diligence; Spread the Love; Quantitative Theory Did Not Cause the LTCM Collapse; Déjà Vu; PART II: THE FINANCIAL CRISIS OF 2008; CHAPTER 8 The Quant Crisis; The Subprime Mortgage Market Collapse; What Was the Quant Crisis?; The Erratic Behavior of Quant Factors; Standard Factors; Quantitative Portfolio Factors; Causes of the Quant Crisis The Shed Show CHAPTER 9 The Bear Stearns Collapse; A Brief History of the Bear; Shadow Banking; Window Dressing; Repo Power; The Unexpected Hibernation; The Polar Spring; CHAPTER 10 Money for Nothing and Fannie and Freddie for Free; The Basic Business; Where's the Risk?; CDO and CDO2; The Gigantic Hedge Fund; Big-Time Profits; The U.S. Housing Bubble; The Circle of Greed; Real Estate Agents and Mortgage Lender Tricks; Home Owners; Profits and Politicians; The Media and Regulators; Grade Inflation; Commercial Banks; Freddie and Fannie's Foreclosure; Why Save Freddie and Fannie? Did Anyone Know? CHAPTER 11 The Lehman Bankruptcy; The Wall Street Club; Why Was Lehman Next?; Business Exposure; A Chronology of the Gorilla's Death; Double Down in Real Estate; Mildly Seeking Capital; The Final Days; A Classic Run on the Bank; Why Let Lehman Fail?; Who Was at Fault?; Lehman Brothers; The Counterparties; The Government and Market Structure; The Legal Opinion on the Lehman Bankruptcy; Who Would Have Been Next?; The Spoils of Having Friends in High Places; CHAPTER 12 The Absurdity of Imbalance; The Long-Dated Swap Imbalance; The Repo Imbalance The 228 Wasted Resources and the Global Run on Banks |
| Record Nr. | UNINA-9910141409803321 |
Chincarini Ludwig B
|
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| Hoboken, NJ, : Bloomberg Press/Wiley, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The power of practice management : best practices for building a better advisory business / / Matt Matrisian
| The power of practice management : best practices for building a better advisory business / / Matt Matrisian |
| Autore | Matrisian Matt |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press/Wiley, , [2013] |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 001 |
| Collana | Bloomberg financial series |
| Soggetto topico |
Business consultants
Consulting firms - Management Small business - Management |
| ISBN |
1-119-20293-0
1-283-97798-2 1-118-22462-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A look at the landscape -- A view into top-performing firms -- The emergence of business-think -- The four essential disciplines. |
| Record Nr. | UNINA-9910141472703321 |
|
Matrisian Matt
|
||
| Hoboken, New Jersey : , : Bloomberg Press/Wiley, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The power of practice management : best practices for building a better advisory business / / Matt Matrisian
| The power of practice management : best practices for building a better advisory business / / Matt Matrisian |
| Autore | Matrisian Matt |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press/Wiley, , [2013] |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 001 |
| Collana | Bloomberg financial series |
| Soggetto topico |
Business consultants
Consulting firms - Management Small business - Management |
| ISBN |
1-119-20293-0
1-283-97798-2 1-118-22462-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A look at the landscape -- A view into top-performing firms -- The emergence of business-think -- The four essential disciplines. |
| Record Nr. | UNINA-9910812310703321 |
|
Matrisian Matt
|
||
| Hoboken, New Jersey : , : Bloomberg Press/Wiley, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
