Taleb has math chops, what are you talking about?
He's also quite a bit less self-aggrandizing.
Otoh, they do seem to like reach other, which in my book does cast some doubt on taleb's ability to judge people...
He's also quite a bit less self-aggrandizing.
Otoh, they do seem to like reach other, which in my book does cast some doubt on taleb's ability to judge people...
[1] Equity Exotics and Hybrids at Goldman in London circa 2005 or so.
https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1707.01370.pdf)
https://www.sciencedirect.com/science/article/abs/pii/S03784...
https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1405.1791.pdf)
https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1505.04722.pdf)
https://www.nature.com/articles/s41567-020-0921-x
There are plenty more btw, these were the ones that I could find in more prestigious journals.
if you follow him on Twitter you'll see that he also does quite a bit of recreational maths too.