Black-Scholes model
1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Aug 5, 2024 by Todd Simkin · said 2 times in 1 episodes since 2018 · across every show →
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2018 2 mentions in 1 episode
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Aug 5, 2024 negative
Simkin: Black-Scholes wrongly assumes stock distributions are right-skewed, not left-skewed
“The Black-Scholes model, which is literally Nobel Prize winning math, this is amazing stuff, has assumptions built into it that we know are just wrong. Among the assumptions that are built in is a normal distribution of stock returns, which would lead to a log…”