Strong Language on Black Swans

@article{Brown2007StrongLO,
  title={Strong Language on Black Swans},
  author={Aaron Brown},
  journal={The American Statistician},
  year={2007},
  volume={61},
  pages={195 - 197}
}
  • Aaron Brown
  • Published 1 August 2007
  • Education
  • The American Statistician
In 2001, Nassim Taleb published a quirky little book entitled Fooled by Randomness: The Role of Chance in the Markets and in Life (Taleb 2001). Taleb was a well-known Wall Street quant. That means he had a Ph.D. in a mathematical field and made a lot of money betting on derivatives, first for major investment banks, then a hedge fund, then his own hedge fund. His first book, Dynamic Hedging (Taleb 1997), had become (and still is) the classic text in that highly specialized field. He was also… 
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With his book The Black Swan: The Impact of the Highly Improbable, Nassim N. Taleb brought the Black Swan metaphor to the center of risk analysis debates. His main thesis is that the course of the
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The article discusses professional best practice implications stemming from differing varieties of thinking about black swans. The possibilities of rare event recognition in general, and the
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The article discusses professional best practice implications stemming from differing varieties of thinking about black swans. The possibilities of rare event recognition in general, and the
2007 Editorial Collaborators
  • Education
  • 2007
Aban, Inmaculada, University of Alabama at Birmingham Agarwal, Deepak, Yahoo, Inc. Ancker, Jessica, Columbia University *Antolini, Laura, University of MilanoBicocca Bühlmann, Peter, ETH Zürich

References

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The Black Swan: The Impact of the Highly Improbable
Nassim Nicholas Taleb's phenomenal international bestseller The Black Swan: The Impact of the Highly Improbable shows us how to stop trying to predict everything - and take advantage of uncertainty.
Dynamic Hedging: Managing Vanilla and Exotic Options
Partial table of contents: MARKETS, INSTRUMENTS, PEOPLE. The Generalized Option. Liquidity and Liquidity Holes. Volatility and Correlation. MEASURING OPTION RISKS. Gamma and Shadow Gamma. Theta and