Přednášky prof. Ryozo Miury s názvem LTCM crisis and other financial events during 80’s and 90’s

Pondělí 23 duben 2018 09:45 - 11:15

Přednáška na téma: Finanční události během 80. a 90. let (krize hedgového fondu Long-Term Capital Management L.P.

Ekonomická fakulta JU si Vás dovoluje pozvat přednášeku prof. Ryozo Miury (Hitotsubashi University) s názvem

LTCM crisis and other financial events during 80’s and 90’s. Přednáška bude vedena v angličtině. 

 

LTCM crisis and other financial events during 80’s and 90’s.

Quite a few financial events were seen during 80’s and 90’s in US markets. Black Monday in 1987, Orange county’s failure in investments on bonds and Bankers Trust’ (complicated) Swaps in 1994. Rogue trading. Asian currency crisis and Russian Bonds Default followed by LTCM (Long Term Capital Management) crisis. These may be seen as results of poor investment strategy, poor corporate governance and/or just a good or bad luck. One important factor might be the introduction of new strategy with new “mathematical science” (now called the mathematical theory of financial engineering) into the financial markets. Some players were well equipped with advanced financial engineering technology, and others were not.

I would like to discuss the above phenomenon from a viewpoint of financial engineering.

Kde
Jihočeská univerzita, Ekonomická fakulta, pavilon učeben F, učebna F3
Jméno kontaktu
doc. RNDr. Jana Klicnarová, Ph.D.
Přidat událost do kalendáře
iCal