Tail Risks, LTCM & Constant Volatility … notes from a lunch with Myron Scholes
September 23, 2015
Reading Time: 2 minutes I had the very great privilege of taking part in a roundtable lunch with Myron Scholes last week, thanks to Janus Capital (see unashamed photo below) – hosted in the Fenchurch Brasserie in the well-known “walkie-talkie” building in London the views were pretty good as well (see below). Despite his fame, Myron still clearly thinks deeply … More Tail Risks, LTCM & Constant Volatility … notes from a lunch with Myron Scholes