Sunday, April 26, 2009

LTCM 10 Years Later from an Insider

Eric Rosenfeld who was part of the core LTCM team gave this very interesting presentation at MIT on LTCM looking back 10 years.

http://financeprofessorblog.blogspot.com/2009/04/long-term-capital-management-look-back.html

Plenty of different information than what was reported in books and documentaries.