Taleb, Nassim Nicholas
From Wilmott Wiki
Nassim Nicholas Taleb works at the intersection of theory and practice. He started his career as a trader (including the Chicago pits) and subsequently became involved in the unique combination of applied research and trading.
Nassim is the Dean's Professor in the Sciences of Uncertainty at the Isenberg School of Management, University of Massachusetts, Amherst, the founder of Empirica LLC, and runs a multi-manager option arbitrage fund in New York. Previously he lectured at the Courant Institute of Mathematical Sciences of New York University about the limits of derivative models since 1999.
Dr Taleb held trading positions with major derivative houses (CSFB, UBS, Paribas, Bankers Trust among others) and worked independently on the floor of the Chicago exchanges. His education includes an MBA from Wharton and a PhD from University Paris-Dauphine. He was inducted into the Derivatives Strategy Hall of Fame in 2001.
Dr Taleb is the author of Dynamic Hedging (Wiley, 1997), Fooled by Randomness (Random House, 2nd ed.) and The Black Swan (Penguin 2007). Fooled by Randomness, a steady bestseller, has been published in 19 languages.
Nassim's blog can be found here
- Dynamic Hedging, Wiley 1997 Available here
- Fooled by Randomness, Penguin, 2007 Available here
- The Black Swan, Penguin, 2007 Available here
- "Blowup" versus "Bleed": What Does Empirical Psychology Say About the Preference For Negative Skewness? Journal of Behavioral Finance, volume 5, 1, 2-7, 2004 Download
- Questions on Quantitative Finance, VBA Journaal, Dutch Journal of Investment Analysts Download
- Mandelbrot Makes Sense, Wilmott, February 2005 Download