**One line bio
(cannot be edited)**: Taleb's
works focuses on decision making under opacity, as well as mathematical
and practical problems with risk and probability, in other words on
"what to do in a world we don't understand" as well as on the
properties of systems that can handle disorder. He
spent 20 years as a derivatives trader and, after closing 650,000
option transactions and examining 200,000 risk reports, he changed
careers in 2006 to become a scholar and philosophical essayist. Taleb is currently Distinguished
Professor of Risk Engineering at New York University’s Polytechnic Institute.
He is the author of a 4 volume philosophical essay on uncertainty, * Incerto* (

Taleb is currently collaborating with the Rand Corporation on a project for the early detection of country fragility.

Fields: Decision theory/probability/fragility.

What to do under incomplete understanding ("opacity"), epistemology of probability, mathematical expressions of model errors and metaprobability, ancient heuristics & Mediterranean systems of ethics.

**BOOKS **(~ 93 editions, 32
languages)*
*

*INCERTO, A Philosophical Essay on Uncertaint*y (no
sequence).

, Random House & Penguin (November 2012)Antifragile: Things That Gain From Disorder

, Random House & Penguin (2007-2010 2nd. Ed.), 31 languages. ,The Black Swan: The Impact of the Highly ImprobableForce et fragilité, reflexions philosophiques et empiriques. Paris:Les Belles Lettres(2010) -adapted from the postcript to the 2nd ed. ofThe Black Swan

The Bed of Procrustes, Philosophical and Practical Aphorisms, Random House & Penguin (2010)

, Random House & Penguin (2001-2005 2nd Ed.), 22 languages.Fooled by Randomness

Addenda for the *INCERTO*

, mathematical expression of the ideas of theSilent Risk: Lectures on Fat Tails, (Anti)Fragility, Precaution, and Asymmetric Exposures(freely available Ebook, 2013)Incertowith demonstrations, proofs, and derivations.

Technical and Nonliterary Books:

Dynamic Hedging: Managing Vanilla and Exotic Options,J. Wiley (1997)

**SELECT TECHNICAL AND SPECIALIZED ARTICLES **[FIELD]

Taleb, N.N., and Raphael Douady, 2014, On the
Biases and Variability in the Estimation of Concentration Using
Bracketed Quantile Contributions [STATISTICS, PROBABILITY],
Forthcoming, Physica A: Statistical Mechanics and Applications

Taleb, N.N., 2014, Unique Option Pricing Measure with Neither Dynamic Hedging nor Complete Markets, European Financial Management [FINANCE]

Douady, R. and Taleb, N. ,2014, The fragility theorem, in Tapiero, Bensoussan and Guégan*.Future Perspectives in Risk Models and Finance*, Springer [FRAGILITY, RISK]

Taleb, N.N. and Rupert Read, 2014, Religion, Heuristics, and Intergenerational Risk Management, *Econ Journal Watch* [RISK, PHILOSOPHY]

Taleb, N.N., 2014, Risk Neutral Option Pricing With Neither Dynamic Hedging nor Complete Markets, A Measure-Theoretic Proof [ DERIVATIVES THEORY]

Taleb, N.N., and Gregory F. Treverton, 2014, *Markers of Country Fragility*:* a Methodology to detect the fragility of a political unit*, RAND National Security Research Division PR-1154-USG March 2014 [RISK, SECURITY, POLITICAL SCIENCE]

Sandis C. and N.N. Taleb, 2014, [PHILOSOPHY, ETHICS] f. Bloomsburry

Taleb, N.N., 2014, Elements of Quantitative
Finance: Four Points Beginner Risk Managers Should Learn from Jeff
Holman's Mistakes in the Discussion of Antifragile,* Quantitative Finance* [QUANT FINANCE]

Taleb, N.N., and Tetlock, P., 2014, On the Difference between Binary Prediction and True Exposure With Implications For Forecasting Tournaments and Decision Making Research [DECISION THEORY]

Taleb, N. N. , 2014, and C. Sandis, "The Skin In The Game Heuristic for Protection Against Tail Events",* Review of Behavioral Economics* (Inaugural Issue)[ETHICS/PROBABILITY/RISK MANAGEMENT]

Taleb, N.N. , 2013, "No, Small Probabilities are not "Attractive to Sell"* Financial Analysts Journal * [RISK MANAGEMENT]

Taleb, N.N. , 2013, Antifragility and hidden convexity in research, under revision [PUBLIC POLICY]

Taleb, N.N. and Douady, R.,2013, Mathematical Definition and Mapping of (Anti)Fragility,* Quantitative
Finance*, [RISK MANAGEMENT]

Taleb, N.N., Elie Canetti, Elena Loukoianova, Tidiane Kinda, and Christian Schmieder
(2012)*
A New Heuristic Measure of Fragility and Tail Risks: Application to Stress
Testin*g , IMF WORKING PAPER [ECONOMICS, RISK]

Taleb, N.N., and Martin, G. (f. 2014), "On Some
Consequences of the Spurious Tail", under revision, *Journal of
Alternative Investments* [FINANCE]

Taleb, N.N. and Sandis (f. 2014), Complexity and the Separation of the
Ethical and the Legal, in Oxford University Press *Handbook on Professional
Economic Ethics: Views from the Economics Profession and Beyond*,
George DeMartino and Deirdre McCloskey, Editors
[PHILOSOPHY/ETHICS]

Taleb, N.N. and Martin, G. ( 2012), How to Avoid Another
Crisis, f.*
SIAS Review of International Affairs* [POLITICAL SCIENCE/PUBLIC
POLICY]

Taleb, N.N. and Martin, G. (f. 2012),The Illusion of Thin
Tails Under Aggregation,* Journal of
Investment Managemen*t [STATISTICS/FINANCE]

Taleb, N.N. and Martin, G. ( 2012)* Internationella Studier, Utrikespolitiska
Institutet/The Swedish Institute of International
Affairs* [POLITICAL SCIENCE/PUBLIC POLICY]

Taleb, N.N. (2012), The Future Has Thicker Tails than the Past: Model Error as Branching Counterfactuals, preprint [PHILOSOPHY/STATISTICS]

Taleb, N.N., and Goldstein, D. (2012),The Problem is Beyond
Psychology: The Real World is More Random than Regression Analyses,
forthcoming, *International
Journal of Forecasting* [DECISION THEORY]

Taleb, N.N., and Blyth, M. (2011), The Black Swan of Cairo, *Foreign
Affairs, 90,3 *[POLITICAL SCIENCE]

Douady, R. and Taleb, N.N. (2011) *Statistical Undecidability*,
preprint. [MATHEMATICS]

Taleb, N.N. (2011) *Why
Did the Crisis of 2008 Happen?*, invited [withdrawn by author], *New Political Economy* [Also presented to
the Obama Commission] [POLITICAL SCIENCE]

Taleb, N. and Tapiero, C. (2010)
The Risk Externalities of Too Big to Fail, *Physica** A: Statistical Physics and Applications*

Haug, E. G. and Taleb, N. N.
(2010) Option Traders use Heuristics, Never the Formula known as
Black-Scholes-Merton Equation, *Journal of
Economic Behavior and Organizations *[ECONOMICS]

Taleb, N. N. (2010) Common Errors in the Interpretation of
the Ideas of The Black Swan and Associated Papers, *Critical Review*, Vol 21, No 4 [withdrawn
by author] [POLITICAL PHILOSOPHY]

Mandelbrot, B. and Taleb, N. N. (2010) “Random Jump, not
Random Walk", in *The Known, the
Unknown, and the Unknowable*, Richard Herring Ed., Princeton University
Press [STATISTICS]

Taleb, N. N. (2009) Errors, Robustness, and the Fourth
Quadrant, *International Journal of
Forecasting*, 25 [DECISION THEORY/STATISTICS]

Taleb, N. N., Goldstein, D. G., and Spitznagel,
M. (2009) "The Six Mistakes Executives Make in Risk Management", *Harvard Business Review* , October
[MANAGEMENT]

Makridakis, S. and Taleb, N., (2009) "Decision making and planning under low levels of predictability", International Journal of Forecasting, 25 [DECISION THEORY/STATISTICS]

Taleb, N. N. (2008) Infinite Variance and the Problems of
Practice, *Complexity*, 14(2).
[MATHEMATICAL FINANCE]

Goldstein, D. G. and Taleb, N. N. (2007) We Don't Quite Know
What We Are Talking About When We Talk About Volatility, *Journal of Portfolio Management*, Summer 2007.[FINANCE]

Taleb, N. N. (2007) "Black Swan and Domains of
Statistics", *The American
Statistician*, August 2007, Vol. 61, No. 3 [STATISTICS]

Taleb, N. N. and Pilpel, A. (2007)
Epistemology and Risk Management, *Risk
and Regulation*, 13, Summer 2007 [RISK/PHILOSOPHY]

Derman, E. and Taleb, N. N. (2005)
The Illusion of Dynamic Replication, *Quantitative
Finance*, vol. 5, 4 [MATHEMATICAL FINANCE]

Taleb, N.N. (2004) “Bleed or Blowup: What Does Empirical
Psychology Tell Us About the Preference For Negative Skewness?
”, *Journal of Behavioral Finance*, 5[
FINANCE]

Taleb, N.N. (2004)
“Randomness and the Arts”, *Literary
Criticism/Critique Littéraire *[COMPARATIVE
LITERATURE]

Taleb, N.N. (2004) *I
problemi epistemologici del risk management*** ^{ }** in: Daniele Pace (a cura di)

“Beliefs, Decisions, and Probability” (2010), *Blackwell Companion to the Philosophy of
Action* (with Avital Pilpel)
[PHILOSOPHY]

“The Risk of Severe Infrequent Events” (with George Martin),
*The Banker*, Sept 2007 [FINANCE]

"Fat Tails, Asymmetric Knowledge, and Decision Making,
Essay in the Epistemology of Power Laws", *Wilmott*, 2005 [MATH FINANCE]

Foreword, *Lectures on
Stochastic Volatility*, J. G. Gatheral (Wiley,
2006) [QUANT FINANCE]

“These Extreme Exceptions of Commodity Derivatives”,* *in**
***Commodity Derivatives*, Helyette Geman (Wiley, 2004)
[MATH FINANCE]

“On Skewness in Investment
Choices”,* Greenwich Roundtable Quarterly*,
Volume 2, 2004 [MATH FINANCE]

"Mandelbrot Makes Sense", *Wilmott*, 2005 [MATH FINANCE]

**MAIN** New York
University, Polytechnic Institute, Distinguished Professor of Risk Engineering,
(since 2008).

**PLEASE NOTE THAT SOME BIOS PUT SUBJECT A T OXFORD UNIVERSITY'S SAID SCHOOL OF BUSINESSAS A DIRECT AFFILICATION. THIS IS ERRONEOU**S/Help correct.

**OTHER**: International Monetary
Fund, Scientific Advisor; Centre d'Economie de la Sorbonne, University
of Paris, I, External Professor, (since 2013). Oxford University,
Distinguished Research Scholar, Said Business School BT Center, (since
2009). **PAST ACADEMIC POSITIONS**: London
Business School, London, Visiting Research Professor (2007-2009); University of
Massachusetts at Amherst, Isenberg School of Management, Dean’s Professor
(2005-2007); Courant Institute of Mathematical Sciences, New York University,
Fellow, and Adjunct Professor of Mathematics (1999-2007).

**Education**: University of Paris (Dauphine),
PhD (Hélyette Geman, committee includes Dilip Madan, Nicole El Karoui, Michel Lasry, and Marco Avellaneda)*.*
The Wharton School, University of Pennsylvania, MBA

Scientific advisor, International Monetary Fund (risk of
tail events); Faculty, Davos World Economic Forum 2009; Faculty, Harvard School
of Social Science,2010, *Hard Problems in
Social Science*; Advised central banks; Currently member various
commissions; Member of the United States Secretary of Defense Highland Cross
Disciplinary Panel; the King of Sweden scientific committee on global warming,
etc.

STOPPED ACCEPTING AWARDS, HONORARY DOCTORATES, LISTINGS, ETC.

Keynotes and main lectures, includes (discipline in
parenthesis): *Lectio** Magistralis*
Genoa Science Festival, BT Lecture, Oxford University; Goldstone Lecture, U. of
Pa, others: LSE (philosophy, economics), MIT Sloan (finance), Stanford
(mathematical statistics), Cambridge Union debate, Harvard (social science),
Institute of Advanced Studies (mathematical finance) U. of Pa (medicine),
Princeton U. (psychology, philosophy), Institut Jan Nicod (philosophy), LBS (economics, philosophy), Max Planck
Institute (cognitive science, statistics), Columbia (engineering, mathematics,
finance), U. of Chicago (fin. mathematics), Department of Defense (military
risk), Bank of England, IMF, World Bank, IFC, Society of Judgment &
Decision Making keynote, etc.

BNP-Paribas, Chicago Mercantile Exchange (independent trader), UBS, Credit-Suisse First Boston, Bankers Trust, CIBC, Banque Indosuez, Empirica Capital LLC- tail hedging program (founder), Universa Investments (scientific advisor, since 2007, passive involvement).

United States Congress, testimonies: subcommittee(value at risk), September 2009; subcommitte (risk management) July 2011. Admitted as an expert in the fields of risk management and derivatives by the United Stated Court of Federal Claims, Judge Mary Ellen Coster Williams, September 17, 2008.

**PERSONAL **

**Hobbies**:
philology (ancient languages).