This case provides students with a deeper comprehension of commodity futures markets in general and natural gas markets in particular. Additionally, it provides an introduction to hedge funds and insight into the biggest hedge fund fall in history.
It introduces such concepts as liquidity risk, value- at-risk the usage of derivatives, spread trades. As of the case date, the positions that led to $6 billion in losses during the month of September 2006 had not been publicly revealed by Amaranth. The case was written using public advice and provides key pieces of data to enable students to reverse engineer possible positions Amaranth may have held.
PUBLICATION DATE: July 07, 2008 PRODUCT #: 908N03-HCB-ENG
This is just an excerpt. This case is about FINANCE & ACCOUNTING