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Re: st: Black Scholes


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Black Scholes
Date   Sat, 22 Jul 2006 10:20:52 +0100 (BST)

Eric G Wruck wrote:

> I have not heard of the Caribbean footballer you describe.  However, I
> would bet Joserra is asking about a method for estimating the value of
> options as devised by Fisher Black (now deceased) & Myron Scholes sometime
> in the 1970s.

[...]

Thanks. I feel I've learned something new today. And by the way, Paul
Scholes is _definitely not_ Caribbean!

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning up to your funeral will be largely determined by local weather
conditions.

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