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History of the Black Scholes Formula

November 22, 2010
David Merkel

guruek

80 followers
Holiday seasons are good times for some history lessons.

The following show is from PBS. It has two separate stories-- one on the history of the Black Scholes formula, and one on the Collapse of Long Term Capital Management.











About the author:

guruek
David J. Merkel, FSA, CFA, is the Chief Economist and Director of Research of Finacorp Securities. His specialty is looking at the interlinkages in the markets in order to understand individual markets better. He holds bachelor’s and master’s degrees from Johns Hopkins University. In his spare time, he takes care of his eight children with his wonderful wife Ruth.

Rating: 3.4/5 (8 votes)

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