The book investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible. Switching fro
The monograph investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible.Switching
Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money m
The landmark five-book series--all together in one boxed set The Incerto is an investigation of opacity, luck, uncertainty, probability, human error, risk, and
The Logic and Statistics of Fat Tails is the definitive source on fat-tailed distribution and an essential technical read for students, accountants and those wo