|
PureBytes Links
Trading Reference Links
|
Thanks to all who responded.
The name of the video is TRILLION DOLLAR BET - a goof 60-minute view. LTCM
used the model and, for whatever reason, incurred BILLIONS is losses.
GM
----- Original Message -----
From: "Bob Dowie" <big_ezy@xxxxxxxxxxxxx>
To: "'Gerald Marisch'" <gerald388@xxxxxxxxxxx>; "'Omega Chat'"
<omega-list@xxxxxxxxxx>
Sent: Wednesday, March 31, 2004 14:41 PM
Subject: RE: Black Schoales
> Long Term Capital Investment
>
> -----Original Message-----
> From: Gerald Marisch [mailto:gerald388@xxxxxxxxxxx]
> Sent: Wednesday, March 31, 2004 2:50 PM
> To: Omega Chat
> Subject: Black Schoales
>
> Anyone recall the name of the video that detailed some NY firm going
> bust
> for billions by using the Black Schoales (spl?)option pricing model?
>
> Inquiring minds want to know! Thanks in advance.
>
>
>
>
|