7 research outputs found

    Goldman Sachs Collateral Disagreement re Observations and Conclusions by Micottis

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    AIG Email regarding Pierre Micotis Collateral Call Spreadsheet

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    PWC Notes of a Meeting at AIGFP

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    The purpose of this meeting was to discuss the approach to the valuation of super senior transactions carried out by AIG and its subsidiary AIG Financial Products Corporation

    Les options de deuxième génération

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    Micottis Pierre. Les options de deuxième génération. In: Revue d'économie financière, n°24, 1993. Les marchés dérivés : L’intermédiation bancaire au Japon , sous la direction de François Henrot et Catherine Lubochinsky. pp. 111-121

    FCIC staff audiotape of interview with Pierre Micottis, American International Group Financial Products

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