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Politics : Dutch Central Bank Sale Announcement Imminent?
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To: philv who wrote (29462)7/29/2009 4:17:20 PM
From: sea_urchin  Read Replies (1) of 81518
 
Phil, thank you very much for the compliment but it's totally undeserved.

BTW, my son taught me about Black-Scholes when he did his PhD thesis, I learned the statistics when I did some medical research, but it's all very rusty now. Interestingly, the Black-Scholes hypothesis is unsound and accounted for the collapse of LTCM. Those boys thought they could define the market mathematically but the market showed them they couldn't. Their equation, however, is still used for option pricing.

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