EPISODE · Jun 26, 2023 · 32 MIN
Black Scholes Turns 50
from Alpha Exchange · host Dean Curnutt
As we cue up some new guests for the Alpha Exchange, some reflections from your host on the Black Scholes model and its 50th anniversary. No model is perfect and traders must grapple with real world frictions not entertained by the model. I discuss how option market participants make adjustments and why. Hope you enjoy!
Embed this episode
NOW PLAYING
Black Scholes Turns 50
0:00
32:50
1×
No transcript for this episode yet
Similar Episodes
No similar episodes found.
Similar Podcasts
No similar podcasts found.
Frequently Asked Questions
How long is this episode of Alpha Exchange?
This episode is 32 minutes long.
When was this Alpha Exchange episode published?
This episode was published on June 26, 2023.
Can I download this Alpha Exchange episode?
Yes. Use the download control on the episode player to save the publisher-provided media file.
URL copied to clipboard!