On Bernie

May 21, 2010 03:58


Сижу читаю Маркополоса и что-то торможу сильно:

"...We began to get some concept of how big he was within a few weeks by looking at the open interest on Bloomberg. The open interest, in this case, was the number of S&P100 index options [...] According to what we were able to piece together, Madoff was running at least $6 billion..."

Нифига не понимаю, что это может быть за расчет, который из данных по open interest дает им оценку *нижней* границы AUM?
Previous post Next post
Up