Long-Term Capital Management - Was founded by John Meriwether who formerly was vice chairman of Salomon Brothers. - Board of Directors included Myron Scholes who authored the Black Scholes Equation. - They managed trades in Long-Term Capital Portfolio which was based in Cayman Islands. Umang Gupta
Long Term Capital Management - Was founded by John Meriwether who was formerly the vice chairman of Salomon Brothers. - Board of directors included Myron Scholes who authored the Black Scholes Equation. - Had registered trades with Long Term Capital Portfolio which was based in Cayman Islands. Umang Gupta
CONNECT: Long Term Capital Managament(LTCM), a hedge fund managament firm in 90s
LINK:
1) LTCM was founded by John Meriwether the former head of Salomon Brothers
2) the formula shown is the Black-Scholes Equation which is central to the hedging strategies and given by Myron Scholes another key member of LTCM board of directors.
3) Cayman Islands is a famous finance and hedge fund destination in the world and also served as LTCM's long term portfolio base.
Connect *LTCM was founded in 1994 by John W. Meriwether, the former vice-chairman and head of bond trading at Salomon Brothers. *LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands. *Myron S. Scholes one of the partner is Co-author of Black–Scholes model.
-Joined the Salomon brothers as a special consultant and went on to become their MD and co-head of fixed income derivative group
-Co-founded a company called LTCM, Long Term Capital Management which managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
-managing director and co-head of fixed-income-derivative group at Salomon Brothers Asset Management Inc -Option pricing Formula given by Scholes and Black -co-founded a hedge fund called Long Term Capital Management registered in Cayman Islands
founder John W. Meriwether was a former vice-chairman and head of bond trading at Salomon Brothers. Myron S. Scholes and Robert C. Merton (of Black-Scholes-Merton mathematical model) were members of LTCM's board of directors. LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
The connect among the images is Long term Capital Management.
LTCM was founded in 1994 by John W. Meriwether, the former vice-chairman and head of bond trading at Salomon Brothers.
Members of LTCM's board of directors included Myron S. Scholes (whose formula is given as image in the Question) and Robert C. Merton.
The company consisted of Long-Term Capital Management (LTCM), a company incorporated in Delaware but based in Greenwich, Connecticut. LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
the connect: Long-Term Capital Management L.P. (LTCM).
Explanation: Long-Term Capital Management L.P. (LTCM) was a hedge fund management firm based in Greenwich, Connecticut that utilized absolute-return trading strategies (such as fixed-income arbitrage, statistical arbitrage, and pairs trading) combined with high financial leverage.
LTCM was founded in 1994 by John W. Meriwether, the former vice-chairman and head of bond trading at Salomon Brothers.
The given mathematical formula is the Black-Scholes formula which was designed by Fisher Black and Myron Scholes in the early 1970s and was one of the drivers behind the boom in options trading over the following decades and Members of LTCM's board of directors included Myron S. Scholes.
Connect with Cayman Islands: LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
Explanation: Founded by John W. Meriwether,head of bond trading at Salomon Brothers Myron S. Scholes, Principal LTCM was the co author of the Black-Scholes Model LTCM patnership in Long-Term Capital Portfolio was registered in the Cayman Islands.
Long Term Capital Management. Founded by John Meriwether, former vice charman of "Salamon Brothers" and two economists who gave the "Black Scholes Model" for pricing options (Pic 2) LTCM was incorporated as a partnership at Cayman Islands, a tax haven.
Connect: Long Term Capital Management. The people including Black and Scholes who gave the Black-Scholes model (the equations in the middle) came largely from Salomon Brothers. And I am guessing Long Term Capital Management was registered in Cayman Islands.
13 comments:
Long-Term Capital Management
- Was founded by John Meriwether who formerly was vice chairman of Salomon Brothers.
- Board of Directors included Myron Scholes who authored the Black Scholes Equation.
- They managed trades in Long-Term Capital Portfolio which was based in Cayman Islands.
Umang Gupta
Long Term Capital Management
- Was founded by John Meriwether who was formerly the vice chairman of Salomon Brothers.
- Board of directors included Myron Scholes who authored the Black Scholes Equation.
- Had registered trades with Long Term Capital Portfolio which was based in Cayman Islands.
Umang Gupta
CONNECT: Long Term Capital Managament(LTCM), a hedge fund managament firm in 90s
LINK:
1) LTCM was founded by John Meriwether the former head of Salomon Brothers
2) the formula shown is the Black-Scholes Equation which is central to the hedging strategies and given by Myron Scholes another key member of LTCM board of directors.
3) Cayman Islands is a famous finance and hedge fund destination in the world and also served as LTCM's long term portfolio base.
ROBIN TRAKEOO
By Bikash Agrawal, SRCC
Answer :Long-Term Capital Management L.P. (LTCM)
Connect
*LTCM was founded in 1994 by John W. Meriwether, the former vice-chairman and head of bond trading at Salomon Brothers.
*LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
*Myron S. Scholes one of the partner is Co-author of Black–Scholes model.
the connect is Myron Scholes.
-one of the authors of the Black-scholes equation
-Joined the Salomon brothers as a special consultant and went on to become their MD and co-head of fixed income derivative group
-Co-founded a company called LTCM, Long Term Capital Management which managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
Lakshita Mehrotra, SSCBS
The connect: Myron Scholes
-managing director and co-head of fixed-income-derivative group at Salomon Brothers Asset Management Inc
-Option pricing Formula given by Scholes and Black
-co-founded a hedge fund called Long Term Capital Management registered in Cayman Islands
Ishani Mittal
Long-Term Capital Management (LTCM).
founder John W. Meriwether was a former vice-chairman and head of bond trading at Salomon Brothers.
Myron S. Scholes and Robert C. Merton (of Black-Scholes-Merton mathematical model) were members of LTCM's board of directors.
LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
raktim nag.
The connect among the images is Long term Capital Management.
LTCM was founded in 1994 by John W. Meriwether, the former vice-chairman and head of bond trading at Salomon Brothers.
Members of LTCM's board of directors included Myron S. Scholes (whose formula is given as image in the Question) and Robert C. Merton.
The company consisted of Long-Term Capital Management (LTCM), a company incorporated in Delaware but based in Greenwich, Connecticut. LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
Shubham Jain
the connect: Long-Term Capital Management L.P. (LTCM).
Explanation: Long-Term Capital Management L.P. (LTCM) was a hedge fund management firm based in Greenwich, Connecticut that utilized absolute-return trading strategies (such as fixed-income arbitrage, statistical arbitrage, and pairs trading) combined with high financial leverage.
LTCM was founded in 1994 by John W. Meriwether, the former vice-chairman and head of bond trading at Salomon Brothers.
The given mathematical formula is the Black-Scholes formula which was designed by Fisher Black and Myron Scholes in the early 1970s and was one of the drivers behind the boom in options trading over the following decades and Members of LTCM's board of directors included Myron S. Scholes.
Connect with Cayman Islands:
LTCM managed trades in Long-Term Capital Portfolio LP, a partnership registered in the Cayman Islands.
Achal Bhalla
Answer: Long-Term Capital Management
Explanation: Founded by John W. Meriwether,head of bond trading at Salomon Brothers
Myron S. Scholes, Principal LTCM was the co author of the Black-Scholes Model
LTCM patnership in Long-Term Capital Portfolio was registered in the Cayman Islands.
Vrinda Uppal
Long Term Capital Management.
Founded by John Meriwether, former vice charman of "Salamon Brothers" and two economists who gave the "Black Scholes Model" for pricing options (Pic 2)
LTCM was incorporated as a partnership at Cayman Islands, a tax haven.
Connect: Long Term Capital Management. The people including Black and Scholes who gave the Black-Scholes model (the equations in the middle) came largely from Salomon Brothers. And I am guessing Long Term Capital Management was registered in Cayman Islands.
Connect: Long Term Capital Management(LTCM)
Connection:
Its founder was former vice chairman at Salomen brothers asset management
It managed trades in a partnership firm registered in Cayman Islands
Myron S Scholes of Black-Scholes model is one of the partners of LTCM
ADISH JAIN
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