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0 pointschollida117y ago0 comments

Though they worked in bond arbitrage and didn't use Black Scholes:)

0 comments

They used options on bonds.

High leverage + quant statistical method + six sigma event = fun.

j2d217y ago

Myron Scholes worked for them...

j / k navigate · click thread line to collapse

0 pointschollida117y ago0 comments

Though they worked in bond arbitrage and didn't use Black Scholes:)

They used options on bonds.

High leverage + quant statistical method + six sigma event = fun.

j2d217y ago

Myron Scholes worked for them...

j / k navigate · click thread line to collapse