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Tag Archives: value at risk

My arguments against Value at Risk…

My arguments against Value at Risk (or measurement of tail risks) 18 years ago and the very first article I ever wrote. My arguments have not changed, those of the opponents kept changing. The method is what blew up the banks and FNMA in 2008… I am posting because it generalizes to all sucker risk […]

Nassim Taleb Educates a Quant

Now you all know I’m a Taleb super-fan, but this video is excellent and hilarious. It’s not going to mean much to the general public, but to those of us following the argument it’s genius. Would love to watch NNT’s face as he saw it for the first time. I like to think that he’d get a few laughs out of it as well, but who knows?

Videos Posted by NYU-POLY FRE: Interview with Charles Tapiero and Nassim Taleb

[youtube=] NNT enters the conversation around 5:45 NYU-POLY is the school NNT chose to teach at.iatrogenics Interview with Morton L. Topfer Distinguished Professor and Department Chair Charles S. Tapiero and Distinguished Professor Nassim Nicholas Taleb .Also on Facebook: