Thursday, March 15, 2012

Derivative Follow-Up

We had yet another thought provoking roundtable. Special thanks to Matt Elley for facilitating.  Below are a few follow-up links that were referenced during the discussion. Enjoy!

On the origins of the mathematical equation that led so many of these derivative instruments to be severely mispriced (or, conversely, the risk severely misjudged), here.

Vanity Fair article on Jon Corzine, the gentle sir who presided over the recent blow up/bankruptcy of MF Global...Corzine previously ran Goldman Sachs and was Governor of New Jersey, here.

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