This case provides students with a deeper understanding of the commodity futures markets in general and gas markets in particular. It offers secure in history also an introduction to the Fund and insight into the biggest hedge fund collapse. Third, it leads concepts such as liquidity risk, value-at-risk, spread trades and the use of derivatives. As the case when Amaranth had not publicly the positions that resulted reveals to $ 6 billion in losses during the month of September 2006. The c … Read more »

This case provides students with a deeper understanding of the commodity futures markets in general and gas markets in particular. It offers secure in history also an introduction to the Fund and insight into the biggest hedge fund collapse. Third, it leads concepts such as liquidity risk, value-at-risk, spread trades and the use of derivatives. As the case when Amaranth had not publicly the positions that resulted reveals to $ 6 billion in losses during the month of September 2006. The case was written with public information and provides important pieces of data to allow students to engineer possible positions held amaranth may have to turn back.
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from
Walid Busaba,
Zeigham Khokher,
Anuroop Duggal
Source: Ivey Publishing
15 pages.
Release Date: 7 July 2008. Prod #: 908N03-PDF-ENG
Amaranth Advisors: Burning Six Billion in Thirty Days HBR case solution