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Message: <blockquote data-quote="Andy Nguyen" data-source="post: 1748" data-attributes="member: 1">Who would have thought it possible right? They have Scholes and Merton (of the famous Black-Scholes-Merton equation) on board. Derman mentioned this in his book. A loss of 4.6 bil is enormous. Do you guys still remember Nick Leeson, the one guy that brought down the Barings Bank with his trading of future contracts? Baring Bank is the Queen's personal bank I heard.  This is a very interesting discussion, if it has more posts, i'll move it over to Quantnet hub forum.</blockquote>