You probably meant Myron Scholes and not Fischer Black, when referring to LTCM, as Fischer died just about when LTCM was starting in the mid-90s, iirc.
Your comment made me do a double-take, as I had at one time, as a young analyst at Goldman, talked to Fischer about his positions as I was developing a $40B asset-liquidation model for the company, following the insider trading scandals of the mid-80s.
Commenting by HaloScan
