SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : Intel Corporation (INTC)
INTC 38.16+2.5%Nov 7 9:30 AM EST
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Saturn V who wrote (179989)12/22/2004 5:25:48 PM
From: GVTucker  Read Replies (2) of 186894
 
1. Using the concept of dynamic hedging from Black-Scholes is very different than using Black-Scholes. And dynamic hedging is a concept arose out of the model, there's nothing in the model that addresses dynamic hedging.

2. Merton Miller was not part of the development of the Black-Scholes model.

3. The main implementer of the strategy for LTCM was John Meriwether. Merton Miller and Myron Scholes were used primarily as name cards to raise money for LTCM.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News