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