This is a very educational documentary about the development of finance as a science – especially what has to do with derivatives pricing – and a very famous application of it, the creation of the LTCM fund and what brought it down. Events that were repeated after 10 years in 2008. The documentary is in Youtube in 5 pieces.
Part 1, Part 2, Part 3, Part 4, Part 5.
The transcript of the movie can be found here.
