Peter Carr Brooklyn Quant Experience (BQE) Seminar Series: Nassim Nicholas Taleb

Lecture / Panel
For NYU Community

Peter Carr BQE Seminar Series


Covid: A Lesson in Risk Management


Nassim Nicholas Taleb was an option arbitrage trader for more than two decades, closing more than half a million option transactions, before becoming a researcher and scholar of risk and probability. He is the author of Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley 1997), which bridges the gap between theory and practice, as well as Statistical Consequences of Fat Tails (STEM 2020), on how to adapt statistical methods to handle nonGaussian distributions. Taleb spent 12 years at Tandon as a distinguished professor of risk engineering and published more than 70 technical papers related to applied probability. His nontechnical work, grouped in the Incerto (which includes The Black Swan and Antifragile, etc.) is published in 47 languages.