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Re: st: Black Scholes

From   "Clive Nicholas" <>
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
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