Booms, Busts, and Recoveries Message Board

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Strategies & Market Trends : Booms, Busts, and Recoveries

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To: Raymond Duray who wrote (16855)	3/16/2002 9:39:37 PM
From: LLCF	Read Replies (1) of 74559

<Others can hopefully quantify some of the risks. > No, I don't think it's easy to quantify the risk of a couple trillion in MBS pooots.... depends on all sorts of asssumptions for the Black Scholes model, including the assumption that BS IS the correct model. DAK

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