Sunday, May 27, 2012

Nassim Nicholas Taleb's Iconoclastic Quant Books

The topics of uncertainty, risk, and finding hidden order in chaos have long interested me perhaps because of my OCD, or perhaps because of my interest in art and design. Even in entertainment, such as crime novels, I have delighted in such scholarly characters as Sherlock Holmes and his offspring. Naturally, some of the best books on risk and uncertainty are found in the business and science sections. Nassim Nicholas Taleb's books are great reads on the overconfidence of certain statistict tools and "Quant" models, in terms of controlling risk on Wall Street.

No comments:

Post a Comment