[FoRK] Black-Scholes meets its match as a pricing model...
Rohit Khare
<khare at alumni.caltech.edu> on
Fri Apr 11 10:59:19 PDT 2008
> "Based on our Black-Holes model used to value all “end of the
> world” options"
Precious! -- Rohit
http://longorshortcapital.com/20-july-2008-lhc-end-of-the-universe-
puts.htm
July 2008 LHC End of the Universe Puts
by Johnny Debacle
People are concerned about an end of existence event that may be
caused by the Large Hadron Collider and there is talk when the LHC is
turned on in July 2008, that a super-collision here, a super-
collision there and *bam*, no more Universe. This would doubtless be
an event from which most investors have not adequately protected
their portfolios. That is why Long or Short is now offering LHC End
of the Universe Puts. It’s a simple put option wherein the buyer
retains the write to sell the Universe at a strike price of
“Existing”. Based on our Black-Holes model used to value all “end of
the world” options, the July 2008 vintage options are currently
priced at $20.
Link to purchase
Recommendation: These options are literally the only way to protect
your portfolio from the possibility that when the LHC is turned on
mini-blackholes will form, come together and have a blackhole party
that literally rips the (cheap) fabric of universe asunder.
Don’t let this
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