A colleague writes:
" ... For those interested in the mathematical beauty of highly unlikely but very impactful events : a draft version (for comments) of Silent Risk, Nassim Nicholas Taleb's upcoming book, is available for download here. Plenty of evidence and warning on the abuse of the tail probabilities of distributions, joint risks, and stuff I don’t really understand (yet J). ... "
Based on his lectures, this is quite technical.
Monday, August 04, 2014
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