The Black Scholes Model – The Midas Formula

BBC Horizon – The Black Scholes Model:

This is the extraordinary story of a beautiful mathematical formula that changed the world, the financial markets, and indeed capitalism itself.

The Black-Scholes Model – Liuren Wu



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"The mathematician's patterns, like the painter's or the poet's, must be beautiful; the ideas, like the colours or the words, must fit together in a harmonious way. " G H Hardy, A Mathematician's Apology (London 1941).

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