One line bio (cannot be edited): Nassim N. Taleb is a former derivatives trader who became a scholar and philosophical essayist in 2006. Although he is currently Distinguished Professor of Risk Engineering at New York University’s Polytechnic Institute, he self-funds his research and operates in the manner of independent scholars. Taleb is the author of The Black Swan (2007–2010) and Antifragile (2012). His works focuses on decision making under uncertainty, as well as technical and philosophical problems with probability and metaprobability, in other words "what to do in a world we don't understand".
What to do under incomplete understanding ("opacity"), epistemology of probability, mathematical expressions of metaprobability, ancient heuristics & Mediterranean systems of ethics.
BOOKS (32 languages)
INCERTO, A Philosophical Essay on Uncertainty (no sequence).
Antifragile: Things That Gain From Disorder, Random House & Penguin (November 2012)
The Black Swan: The Impact of the Highly Improbable, Random House & Penguin (2007-2010 2nd. Ed.), 31 languages. , Force et fragilité, reflexions philosophiques et empiriques. Paris: Les Belles Lettres (2010) -adapted from the postcript to the 2nd ed. of The Black Swan
Fooled by Randomness, Random House & Penguin (2001-2005 2nd Ed.), 22 languages.
Addenda for the INCERTO
The Bed of Procrustes, Philosophical and Practical Aphorisms, Random House & Penguin (2010)
Technical Companion for the INCERTO (freely available Ebook, 2012)
Technical and Nonliterary Books:
Dynamic Hedging: Managing Vanilla and Exotic Options, J. Wiley (1997)
SELECT TECHNICAL AND SPECIALIZED ARTICLES [FIELD]
Taleb, N.N. , 2013, "No, Small Probabilities are not "Attractive to Sell": A Comment"f. FAJ [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, forthcoming, 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 Testing , IMF WORKING PAPER [ECONOMICS, RISK]
Taleb, N.N., and Martin, G. (f. 2013), "On Some Consequences of the Spurious Tail", under revision, Journal of Alternative Investments
Taleb, N.N. (f. 2013), 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 (A Reply to Jack Treynor). Journal of Investment Management [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 id 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) Economia del rischio. Antologia di scritti su rischio e decisione economica, Giuffrè, Milano [RISK/PHILOSOPHY]
“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).
OTHER: International Monetary Fund, Scientific Advisor; 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. 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, limited to advisory role and personal investments).
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.
Hobbies: philology (ancient languages).