Interesting People mailing list archives
Re: Credit Default Swap (CDS) - Lehman Final Results In
From: David Farber <dave () farber net>
Date: Thu, 23 Oct 2008 21:40:00 -0400
Begin forwarded message: From: "Michael O'Dell" <mo () ccr org> Date: October 23, 2008 9:05:52 PM EDT To: dave () farber net Cc: bkoball () well comSubject: Re: [IP] Re: Credit Default Swap (CDS) - Lehman Final Results In
File this under the heading of "Fool me twice..." Dr. Myron Scholes, Nobel Laureate for his work with Dr. Black on options pricing and co-founder of LTCM, previously the biggest blow-up in history, is the Chairman of yet another hedge fund which is now shipping water faster than Niagara Falls. it strikes me that the phrase "theoretical economist" (eg, Drs. Black and Scholes) makes about as much sense as the phrase "theoretical sex therapist". cheers, -mo David Farber wrote:
Begin forwarded message: From: Bruce R Koball <bkoball () well com> Date: October 23, 2008 2:57:21 PM EDT To: David Farber <dave () farber net> Cc: ip <ip () v2 listbox com>Subject: Re: [IP] Re: Credit Default Swap (CDS) - Lehman Final Results Inand the failure of Black-Scholes was at the center of the Long Term Capital meltdown, yes? -brk- ------------------------------------------- Archives: https://www.listbox.com/member/archive/247/=now RSS Feed: https://www.listbox.com/member/archive/rss/247/ Powered by Listbox: http://www.listbox.com
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Current thread:
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 22)
- <Possible follow-ups>
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 23)
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 23)
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 23)
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 23)
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 23)
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 23)
- Re: Credit Default Swap (CDS) - Lehman Final Results In David Farber (Oct 24)