Capital Allocators · Monday, September 28, 2026
Nancy Zimmerman learned about options by working through a binomial tree with a partner in charge of risk arbitrage at her early firm. This practical, math-driven approach helped her understand the mechanics of options pricing.
“you would have somebody who was the partner in charge of risk arbitrage, go through with you how to do a binomial tree. To figure out how the math worked. And that's where I first learned about options.”