james ma

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

  • University of Melbourne - Department of Finance

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The Collapse of Pasminco: Misjudgment, Misfortune and Miscalculation

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The Collapse of Pasminco: Misjudgment, Misfortune and Miscalculation

Number of pages: 35 Posted: 26 Jun 2006 Last Revised: 16 Jan 2008
Christine A. Brown and james ma
Department of Banking and Finance and University of Melbourne - Department of Finance
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Abstract:

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Value-at-risk, hedging, exposure, market risk