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June 14, 2004

Derivative Pricing

Nice little piece someone pointed me to at work: Sherlock Holmes and the Case of the Missing Ten Pounds. Also seems like as good a time as any to recall An Equation and Its Worlds which is an interesting sociological analysis of the Black Scholes equation from D-squared's site before he joined the Crooked Timber borg.

Posted by MFreestone at June 14, 2004 04:30 PM
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