The crisis of crowding : | quant copycats, ugly models, and the new crash normal / (Record no. 102274)

MARC details
000 -LEADER
fixed length control field 03023cam a2200289 a 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120208s2012 nju ob 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118284803
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118282717
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118284384
040 ## - CATALOGING SOURCE
Original cataloging agency SDU
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB3717
Item number C539 C 2007
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Chincarini, Ludwig B.
245 14 - TITLE STATEMENT
Title The crisis of crowding :
Remainder of title quant copycats, ugly models, and the new crash normal /
Statement of responsibility, etc. Ludwig B. Chincarini.
250 ## - EDITION STATEMENT
Edition statement 1
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Hoboken, New Jersey :
Name of publisher, distributor, etc. John Wiley & Sons,
Date of publication, distribution, etc. 2012.
300 ## - PHYSICAL DESCRIPTION
Extent 478 p.
490 0# - SERIES STATEMENT
Series Statement Bloomberg
505 ## - Formatted Contents Note
Formatted contents note HKBU library
518 ## - DATE/TIME AND PLACE OF AN EVENT NOTE
DATE/TIME AND PLACE OF AN EVENT NOTE YT2025 M09
520 ## - SUMMARY
Summary "A rare analytical look at the financial crisis using simple analysisThe economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of the reasons for the banking collapse are very similar to the reasons that Long-Term Capital Management (LTCM), the largest hedge fund to date, collapsed in 1998. The Crisis of Crowding looks at LTCM in greater detail, with new information, for a more accurate perspective, examining how the subsequent hedge funds started by Meriwether and former partners were destroyed again by the lapse of judgement in allowing Lehman Brothers to fail. Covering the lessons that were ignored during LTCM's collapse but eventually connected to the financial crisis of 2008, the book presents a series of lessons for hedge funds and financial markets, including touching upon the circle of greed from homeowners to real estate agents to politicians to Wall Street. Guides the reader through the real story of Long-Term Capital Management with accurate descriptions, previously unpublished data, and interviews Describes the lessons that hedge funds, as well as the market, should have learned from LTCM's collapse Explores how the financial crisis and LTCM are a global phenomena rooted in failures to account for risk in crowded spaces with leverage Explains why quantitative finance is essential for every financial institution from risk management to valuation modeling to algorithmic trading Is filled with simple quantitative analysis about the financial crisis, from the Quant Crisis of 2007 to the failure of Lehman Brothers to the Flash Crash of 2010 A unique blend of storytelling and sound quantitative analysis, The Crisis of Crowding is one of the first books to offer an analytical look at the financial crisis rather than just an account of what happened. Also included are a layman's guide to the Dodd-Frank rules and what it means for the future, as well as an evaluation of the Fed's reaction to the crisis, QE1, QE2, and QE3"--
610 20 - SUBJECT ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Long-term Capital Management (Firm)
650 #0 - SUBJECT
Topical term Financial crises
Geographic subdivision United States
General subdivision History
Chronological subdivision 21st century.
650 #0 - SUBJECT
Topical term Global Financial Crisis, 2008-2009.
650 #7 - SUBJECT
Topical term BUSINESS & ECONOMICS / Finance.
900 ## - Accession Number
Accession Number = C.1 SDU
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type English Books
Source of classification or shelving scheme Library of Congress Classification
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Library of Congress Classification   Available for Loans General Books MATRIX Library MATRIX Library General Eng/FL.3 23/09/2025 Donation   HB3717 C539 C 2007 1000371706 23/09/2025 C.1 23/09/2025 English Books
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