Part IV
Case Studies in Financial Engineering: The Good, the Bad, and the Ugly
Chapter 17. Case Studies Introduction
Chapter 18. Mortgage Case Studies: Countrywide and Northern Rock
Chapter 19. Derivatives Case Studies: SocGen, Barings, and Allied Irish/Allfirst
Chapter 20. Fixed Income Case Study, Swap Market: The Allstate Corporation
Chapter 21. Lessons from Funds: LTCM, Florida, and Orange County
Chapter 22. Credit Derivatives Case Studies: AIG and Merrill Lynch