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Nassim Nicholas Taleb est un chercheur en theorie de la décision et en l'application de l'épistemologie a la connaissance probabiliste et statistique. Sa recherche actuelle concerne l'identification des erreurs des modèles économiques et statistiques et la construction d'un programme de robustesse a l'erreur des theories

Il est professeur de l'ingénierie du risque a l'Institut Polytechnique de New York University. Taleb est un ancien praticien de la finance mathematique.

 

 


PUBLICATIONS

Books

The Black Swan: The Impact of the Highly Improbable, Random House & Penguin (2007-2010), 31 languages.

Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets, Random House & Penguin (2001-2005), 22 languages.

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

Force et fragilité, reflexions philosophiques et empiriques. Paris: Les Belles Lettres (2010)

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



Select Recent Papers

Taleb, N.N. (2011) Why Did the Crisis of 2008 Happen?, forthcoming, New Political Economy

Taleb, N. and Tapiero, C. (2010) The Risk Externalities of Too Big to Fail , in press, Physica A

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

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

Taleb, N. N. (2009) Errors, Robustness, and the Fourth Quadrant, International Journal of Forecasting, 25

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

Taleb, N. N. (2008) Infinite Variance and the Problems of Practice, Complexity, 14(2).

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.

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

Taleb, N. N. and Pilpel, A. (2007)Epistemology and Risk Management, Risk and Regulation, 13, Summer 2007

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

 


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