Skip to main content
Article thumbnail
Location of Repository

Doubling: Nick Leeson’s trading strategy

By Stephen J. Brown A and Onno W. Steenbeek B

Abstract

This paper examines the trading strategy attributed to Mr. Nicholas Leeson, who was the chief derivatives trader of Barings bank in Singapore. His activities were the main cause of the eventual collapse of Barings bank. Daily information is available for the full period Leeson was active in Singapore, from January 1992 until 1995, for all relevant products. The information includes daily volume, open interest, opening, closing, highest and lowes

Topics: Nick Leeson, Doubling, Barings bank
Year: 2011
OAI identifier: oai:CiteSeerX.psu:10.1.1.197.8184
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://www.few.eur.nl/few/peop... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.