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Normality-revering theory provided assistance in another key way: Myron Scholes and Robert Merton (two big time Normality-endorsers) believed in a world of negligible capital and abundant leverage, where equity was not needed because nancial engineering would guarantee that risk is consistently tamed through the buildup of perfectly replicating portfolios that require only borrowed funds as lubrication Under such assumptions, capital becomes only a source of diminishing returns and pesky shareholders For such world to truly exist (and LTCM may have managed to make it true for at least a while), markets must behave When they don t and ruthlessly unravel, the machines break and the need for capital becomes dire And if you no longer have enough capital, you sink Which is, naturally, exactly what happened to LTCM amidst untold market chaos in late summer 1998 VaR fueled the chaos. excel 2010 barcode formula Barcode Add-In for Word & Excel Download and Installation
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