Black-Scholes
1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Jul 4, 2022 by Ashvin Chhabra · across every show →
Everything said about Black-Scholes, oldest first
Jul 4, 2022 neutral
Chhabra: Fischer Black's options math was trivial to a physicist
“Fisher Black had done some interesting work. He had solved the heat diffusion equation. It was sort of a trivial piece of math almost from a physics point of view. And so I think every physicist thought they could make a fundamental contribution in finance the…”