Nassim recently got into a battle on Twitter with Josh Barro, a journalist for The New York Times, after Barro took aim at people who “think GMOs are bad.” Business Insider has screenshots of the action.
Category: General
Nassim Will Speak in Singapore on September 24th
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.”
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10152457646878375&id=13012333374]
Taleb’s “Sins to Remember”
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
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10152111753388375&id=13012333374]
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.
Turkey Problem
Via www.michaelcovel.com
Nassim Taleb on Richard Dawkins
What can we learn from Mr Dawkins’ errors and misuse of probability? (Note: video is now private)
Nassim Taleb releases Chapter 1 of the Technical Companion for the INCERTO: An Introduction to Fat Tails and Turkey Problems
Nassim has posted a link on his Facebook Page Chapter 1 of the Technical Companion for the INCERTO: An Introduction to Fat Tails and Turkey Problems:
Nassim Taleb on Gambler’s ruin, zero-one law, Precautionary Principle, and book recommendation
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10151682378703375&id=13012333374]
http://www.amazon.com/Inequalities-Stochastic-Processes-Gamble-Must/dp/0486632830
Nassim Taleb has a Friday Quiz on his Facebook Page
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10151678360863375&id=13012333374]
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10151678445778375&id=13012333374]
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10151678469128375&id=13012333374]
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10151678506568375&id=13012333374]
[facebookpost https://www.facebook.com/permalink.php?story_fbid=10151679868658375&id=13012333374]