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Alpha Exchange

Black Scholes Turns 50

33 min•26 juni 2023

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Om avsnittet

As we cue up some new guests for the Alpha Exchange, some reflections from your host on the Black Scholes model and its 50th anniversary. No model is perfect and traders must grapple with real world frictions not entertained by the model. I discuss how option market participants make adjustments and why. Hope you enjoy!

Fler avsnitt

Chris Hentemann, Founder and CIO, 400 Capital Management

Harley Bassman, The Convexity Maven

Brij Khurana, Fixed Income Portfolio Manager, Wellington

Amanda Lynam, Chief Credit Strategist in Global Investment Research, Goldman Sachs

Kimberly Gallant, Global Head of QIS Structuring, CIBC

The Case for Tail Hedging

Ulrike Hoffmann-Burchardi, Chief Investment Officer Americas and Head of Global Equities, Wealth Management, UBS

Tobias Adrian, Director of the Monetary and Capital Markets Department, IMF

Jon Havice, Founder and CIO, DGV Solutions

The Market Disregards Correlation

Alpha Exchange med Dean Curnutt finns tillgänglig på flera plattformar. Informationen på denna sida kommer från offentliga podd-flöden.