Whaledemort

  • Whaledemort

    The Whale and the Quants

    If you’d like some non-real-time insight into the London Whale, may I highly recommend this oral history, by Edinburgh sociologists Donald MacKenzie and Taylor Spears, of how investment banks came to price and trade and hedge things like the index CDS that the Whale dabbled in? It made me tear up a little. It is […]

    / Jun 13, 2012 at 11:19 AM

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