The Valuation of Hard-to-Value Assets and Liabilities
May 06, 2011 in Valuation
Nice paper by Charles Smithson of Rutter Associates, including lessons learned from the credit crisis.
 http://www.rutterassociates.com/pdf/smithson%20typeset.pdf
Archive for May, 2011
Spawn of Black-Scholes
May 06, 2011 in Derivatives
Really cool history and taxonomy of Black Scholes and modifications that derived from it. Just found this today, not sure how I’ve missed it!
http://www.rutterassociates.com/Articles/_Family%20Tree%20of%20Options%20%28Risk%2C%20Oct91%29.htm