Paul's Blog

Espen Haug book launch

13th May 2007 admin 0

Espen was kind enough to invite me to speak at the launch of his Derivatives: Models on Models at the Oslo Stock Exchange last week. My talk was on Blackjack (I hope to have it […]

Paul's Blog

Life in the tail

3rd May 2007 admin 0

Had dinner with Nassim Taleb last night, at Carluccio’s off Russell Square. I realise now how he got into this Black Swan thing…his entire life is lived in the tail, every time we meet there […]

Paul's Blog

Quantitative Finance in China

26th March 2007 admin 0

Paul Shaw (CEO of 7city Learning) and I have just returned from a week in China, starting in Shanghai and then going on to Beijing. We were invited there to explain about the Certificate in […]

Paul's Blog

Fear and Greed: The Market Price of Risk

14th February 2007 admin 0

The Market Price of Risk is a much-neglected quantity. It is a concept that you’ll find in models of incomplete markets. In a nutshell, if a market is incomplete and you can’t hedge away some […]

1 2