Lessons from When Genius Failed: The Rise and Fall of Long-Term Capital Management
Lessons from When Genius Failed: The Rise and Fall of Long-Term Capital Management As options traders we need to pause and learn the limitations of the Black-Scholes options pricing formula and other mathematical models, and learn to expect the unexpected.I recently finished working my way through When Genius Failed: The Rise and Fall of Long-Term
Jul 13th, 2012
by Christopher Smith
No Comments
Categories : Option Pricing
