General - 3/9 - Nassim Taleb

Nassim Will Speak in Singapore on September 24th

On September 12, 2014 By Stephany Aulenback In General

On his Facebook page, Nassim gives us the heads-up about a public lecture called Antifragility: Gaining From Volatility, Stress, and Disorder that he will be giving in Singapore on Wednesday, September 24th at the National Library. It’s free but you need to register on the library’s website to reserve your seat.

Nassim Taleb “Fuck off.”

On September 6, 2014 By Admin In General

Taleb’s “Sins to Remember”

On August 14, 2014 By Stephany Aulenback In General

Nassim Taleb recently tweeted this photo of an index card that outlines “sins to remember.” And presumably avoid.

Risk Neutral Option Pricing Without Dynamic Hedging, A Measure-Theoretic Proof

On March 28, 2014 By Admin In Academic, General

Abstract: Proof that under constraints of Put-Call Parity, the probability measure for the valuation of a European option is risk neutral under any general probability distribution, bypassing the Black-Scholes-Merton dynamic hedging argument, and without the requirement of complete markets. The heuristics used by traders for centuries are both more robust and more rigorous than held in the economics literature.

http:// www. fooled by randomness. com/ Option Pricing. pdf