A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation

INDEX

Accidents/organizations

Accountants, failure (reasons)

Accounting conventions, problems

Accounting orientation

Adaptation, best measure

Adverse selection

American depositary receipts (ADRs)

America Online (AOL)

Amex Major Market Index (XMI) futures

Analytically driven funds

Analytical Proprietary Trading (APT)

initiation

remnant, form

A Programming Language (APL)

asset, problem

Armstrong, Michael

Arthur Andersen, failure

Artificial markets

Asia Crisis (1997)

Asian currency crisis

Asian economies

Asia-Pacific Economic Cooperation (APEC)

Assets

class, hedge fund classification

direction, hedge fund classification

Asynchronous pricing

AT&T Wireless Services IPO, SSB underwriting

Back-office functions

Bacon, Louis

Bamberger, Gerry

Bankers Trust

lawsuit

purchase announcement

Bank exposure

Bank failures

Bank of Japan, objectives/strategies

Baptist Foundation, restatements/liability

Barings (bank)

bankruptcy

clerical trading error

derivatives cross-trading

Beard, Anson

Beder, Tanya

Behavior, economic theory

Berens, Rod

Bernard, Lewis

Biggs, Barton

Black, Fischer

Black Monday (1929)

Black-Scholes formula

Block desk

trading positions

Bond positions, hedging

Booth, David

Breakdowns, explanation

Broker-dealer

block-trading desk, usage

price setting role

Bucket shop era

Buffett, Warren

arb unit closure

Bushnell, Dave

Butterfly effect, essence

Capital cushions

Capitalism

Cash futures

arbitrageurs

spread

trade

Cerullo, Ed

Cheapest-to-deliver bond

Chicago Board Options Exchange (CBOE)