Sunday, February 12, 2012

The equation that caused the crash...?

A reasonably good account of the impact of the Black Scholes equation.  Despite the rather dramatic title of the article, the equation did not cause the market crash.

For my MBA 523 students - you need to read this.  We're talking about the derivation of the Black Scholes model this week!
at
Labels: ,

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)

What's going on with inflation?

I recently posted an article on the Poole College Thought Leadership page titled: " What's going on with inflation?" .  This w...

  • What's going on with inflation?
    I recently posted an article on the Poole College Thought Leadership page titled: " What's going on with inflation?" .  This w...
  • And yet another inflation illusion post...
    Another inflation illusion post.  This time with math. Again the issue here is that you can't just increase the discount rate when you a...
  • How does the weather impact HFT?
    Sometimes I come across an academic research paper that is just so interesting I feel compelled to share it with my MBA students.  This is o...